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95% here have not learned anything beyond muvinews and oscillators. Python is a window to the world of real modern algorithms, but to start using any of it, you don't need any windows or figurines, but a megadriven mind. You are not even studying Python, you are learning the basics of various things to understand at least a little bit of what is going on.
That's probably why 95% of them fail).
That's probably why 95% of them are losing.)
You have to know how to lose too, some people can't even lose.) It's a special skill, like martingale on everything.
This is a special skill, like martingale on everything.
That's probably why 95% of them are leaking)
They were leaking before computers and muwings existed - there is no connection here.
Question from a beginner. If I take out some code from an EA and write it in Python, paralleling it to 3 threads, the Expert Advisor in the Strategy Tester will use 3 threads? Will the tester be able to use 4 threads in such a way?
This is one way integration.
That is, from Python/R you can request data from MetaTrader 5 terminal. The terminal itself knows nothing about external users and does not transmit anything to them. All the more so from the tester.
Integration packages are designed to allow the analysts to use the market data in their environment.
I don't understand the funny thing about ticks... I know you can do it on the intermarket, but I don't get it purely on ticks on the 1st instrument... without a glass without anything, it's brainwashing)
or what we're talking aboutPeople didn't have enough ticks to make a profit. The ticks were given... what happened next is clearly visible.
People did not have enough ticks to make a profit. The ticks gave... what happened next is clearly visible.
There are things promising precisely on them, I still have not got around to it. I have never managed to buy them. I would have done it long ago if I hadn't got frustrated with execution in brokerage firms. I switched to closing prices because of it.
there are things promising on them, but I still can't get my hands on them. There is a wild theorist there (or maybe not so much).
About the fact that the appearance of ticks did not affect "indicator-building is our everything".
If the execution in DTs was not frustrating, I would have done it long ago. I have switched to close prices because of it.
Well, everyone is a pervert himself. Closing prices on D1 - that's the power!
I think the move to close prices is mainly due to a very long learning curve. I have never had much fun working with raw ticks. I've been given custom symbols - no use.
That the advent of ticks had no effect on "indicator-building is our everything".
Well, everyone is a pervert himself. Closing prices of D1 - that's the power!
I still think the move to close prices has more to do with a very long learning curve. I've never had much fun working with raw ticks. I was given custom symbols - no use.
I worked with ticks, filtered them, and then used opening prices - there is no big difference in fitting. On minutes the average rand is small anyway. And the system crashes more often, because it takes too long to fit to a long period. As a result optimum 15 (sometimes 5) minutes haunts me. I haven't done faster algo due to lack of theoretical background in tethering and signal processing (at low levels it rules), but I may try it soon.
Everything will be slower to test on python. If all unnecessary things are removed, it might be OK.That the advent of ticks had no effect on "indicator-building is our everything".
Well, everyone is a pervert himself. Closing prices of D1 - that's the power!
I still think the move to close prices has more to do with a very long learning curve. I've never had much fun working with raw ticks. I've been given custom symbols - no use.