Discussion of article "The market and the physics of its global patterns"

MetaQuotes
Moderator
230838
MetaQuotes  

New article The market and the physics of its global patterns has been published:

In this article, I will try to test the assumption that any system with even a small understanding of the market can operate on a global scale. I will not invent any theories or patterns, but I will only use known facts, gradually translating these facts into the language of mathematical analysis.

This is where we need the MetaTrader 5 tester. MetaTrader 5 allows testing a strategy using real ticks. Unfortunately, real ticks exist for a relatively recent period for all currency pairs and instruments. I will test the system version for MetaTrader 5 over the last using real ticks and very strict spread requirements to see if the system works in 2020. But first, I will test the system in the "Every tick" mode on the previously used period:

This testing mode is not as good as the one using real ticks. However, it is obvious that only a very small part of the signals from the initial result remained here. Nevertheless there are signals that cover the spread and even give a small profit. Also, I am not sure about the spreads which the tester takes from deep history. In this test, the lot was 0.01, which means that the mathematical expectation is 5 points, which is even higher than that of the original test, although the chart looks not very good. This data can still be trusted because there is a huge sample of 100,000 trades in the initial test behind it.

Author: Evgeniy Ilin