Machine learning in trading: theory, models, practice and algo-trading - page 1562

 
Evgeny Belyaev:

Looking forward to it. Don't forget to invite again closer to that date.

That's a must. However, Houston we have a problem :-(.

The selfless samaritan who wrote my indicators has given up and can't find the error. We're talking about running the delta indicator in the tester, with the cumulative delta starting as it should based on the delta, but the delta itself stalls. Therefore, the practice may not be complete, which is what I am worried about. I am asking you to help me to prepare for the air, I understand that I will not get the statistics, but at least the final test should be done, because all previous work would be useless without it. The final test is a training interval trading. Why???? Come and find out everything, there is a reason and it is quite significant. But all the indices are starting well in the tester, except delta and we cannot decide. We work with MOEX instrument Si. Please, help me.)

Files:
CumDelta.mq5  10 kb
Delta.mq5  10 kb
 

So.... And also... The magician has been warned, Doc???? AAAA????

 
Mihail Marchukajtes:

This is a must. However, Houston we have a problem :-(

The dedicated samaritan who wrote indicators has given up and cannot find the error. We are talking about running the delta indicator in the tester, and the cumulative delta starts as needed based on the delta, but the delta itself stalls. Therefore, the practice may not be complete, which is what I am worried about. I am asking you to help me to prepare for the air, I understand that I will not get the statistics, but at least the final test should be done, because all previous work would be useless without it. The final test is a training interval trading. Why???? Come and find out everything, there is a reason and it is quite significant. But all the indices are starting well in the tester, except delta and we cannot decide. We work with MOEX instrument Si. Please help me :-)

I don't know how you do it, but you can't copy that many ticks

 count = 10000000000

I don't know what you have in mind, but it is impossible to copy so many ticks at once, hence the error of lack of memory.

If you reduce it to 100000, it works, but it will draw volumes from the current day.

If you need volumes on history, then you should do something else, by copying ticks in parts.

The indicator can be from the article and you can try it.

Написание биржевых индикаторов с контролем объема на примере индикатора дельты
Написание биржевых индикаторов с контролем объема на примере индикатора дельты
  • www.mql5.com
Как известно, терминал MetaTrader 5 транслирует два вида объемов: тиковый объем, т.е. количество тиков (изменения котировочных данных), прошедших за время формирования бара; реальный объем, т.е. количество сделок, прошедших за время формирования бара. В терминале реальный объем обозначается просто: "Объем". Он и будет нам интересен, ведь с...
 
Maxim Dmitrievsky:

If you're interested in returnees, there's some information in the cammats

https://smart-lab.ru/blog/569692.php#comments

There is an assumption that the main income there is on the opening of the exchange/session, i.e. incorrect slippage accounting.

 
Mihail Marchukajtes:

This is a must. However, Houston is in trouble :-(

The selfless samaritan who wrote my indicators has given up and can't find the error. We are talking about running the delta indicator in the tester, and the cumulative delta starts as needed based on the delta, but the delta itself stalls. Therefore, the practice may not be complete, which is what I am worried about. I am asking you to help me to prepare for the air, I understand that I will not get the statistics, but at least the final test should be done, because all previous work would be useless without it. The final test is a training interval trading. Why???? Come and find out everything, there is a reason and it is quite significant. But all the indices are starting well in the tester, except delta and we cannot decide. We work with MOEX instrument Si. Please, help me.)


Well?

It worked!

 
Sergey Chalyshev:


Well?

We did it!

Yes, thank you very much. I passed on your message to the wizard and he did it. Now my Expert Advisor is rendering history in Inite. I am thinking how to teach it to trade real account now :-)
 
Mihail Marchukajtes:
Yes, thank you very much. I passed your message on to the wizard and he did it. Now my Expert Advisor is rendering history in Inite. Now I think how to teach it to trade on real account :-)
Who to teach, sorcerer? )))
 
Sergey Chalyshev:
Who to teach, magician? )))
No, an Expert Advisor. I think now how to bring it into Ontik and make it work with real signals.
 
Mihail Marchukajtes:

Yesterday I set the time of the broadcast for December 4 at 19:00 Moscow time, but you come early in 15-20 minutes I will have a preface for the locals.....

show the plan of the talk, there is interest in the topic, but if you do not have a plan.... it is not interesting

 
Igor Makanu:

show the plan of the conversation, there is interest in the topic, but if you do not have a plan.... it is not interesting

Not only that, I already have 8 chapters written. So I started a splana, but then decided to make it more detailed and accidentally started writing a book :-)
Reason: