Errors, bugs, questions - page 1073

[forexman77]

zfs:
The quotes are different and the result may be different. There is no benchmark. You should understand that the history testing has several nuances. The best test is the real one.)

Then why all this testing if there is no certainty. If in the quotations of the MICEX and RTS exchanges everything is easy to check and there is no manipulation, then in the forex it is done deliberately?

You can take forex quotations from Bloomberg, he can be trusted. But, one cannot download their metatrader. So it comes out that there is an immense field for manipulation.

As an alternative, start an EA that will trade for some time, and then run the test and check the results.

[rav_71]

Hello! I was advised to refer to this section of the forum.

Help me understand the logs of two transactions. In a word explain to me the logs of these transactions. How are they different from each other they are? I only understood the difference in time in ms. And please explain what this time in ms means? Please describe in more detail so that I don't have any questions.

DE 0 17:30:04 Trades '2*****': exchange sell 1.20 USDJPY.m at market

PO 0 17:30:05 Trades '2*****': accepted exchange sell 1.20 USDJPY.m at market

ND 0 17:30:05 Trades '2*****': exchange sell 1.20 USDJPY.m at market placed for execution in 709 ms

JD 0 11:15:19 Trades '2*****': exchange buy 0.01 GBPUSD.m at market

KL 0 11:15:19 Trades '2*****': deal #7715261 buy 0.01 GBPUSD.m at 1.59204 done (based on order #12093271)

GQ 0 11:15:19 Trades '2*****': order #12093271 buy 0.01 / 0.01 GBPUSD.m at 1.59204 done in 66 ms

Thank you in advance.

[Vasiliy Smirnov]

forexman77:

Then why all this testing if there is no certainty. If in the quotations of the MICEX and RTS exchanges everything is easy to check and there is no manipulation, then in the forex it is done deliberately?

You can take forex quotations from Bloomberg, he can be trusted. But, one cannot download their metatrader. So it comes out that there is an immense field for manipulation.

Alternatively, you could run an EA that will trade for a while and then run a test and check the results.

Depends on what you need confidence in, there are different tasks, so a tester is necessary. The rest is your fears and misconceptions and lack of experience.

[Maxim Khrolenko]

forexman77:

Then why all this testing if there is no certainty. If in the quotations of the MICEX and RTS exchanges everything is easy to check and there is no manipulation, then in the forex it is done deliberately?

You can take forex quotations from Bloomberg, he can be trusted. But, one cannot download their metatrader. So it comes out that there is an immense field for manipulation.

Alternatively, you could run an EA that will trade for a while and then run a test and check the results.

For example I optimize/test EAs on history to pick parameters that will give me a better chance of future profit rather than loss. Another question is by what criteria you select the best parameters. If you look only at the highest profit (with a drawdown of e.g. about 70-80%), you can run into a margin call on a real.
As for MICEX or RTS - there is only one source of quotes. Forex is not centralised, every broker can give slightly different quotes. For example, the spread, someone has for example 3 to 5 pips and another 0. For example, we will give you a 3-5 point spread and the other one will give you 0 points but will charge you a commission. You cannot upload your own quotes in MT5 (unlike MT4), in MT5 you have to specify the server of your broker, according to quotes from which you optimize/test. If you have an account with some broker, then you should work on its quotes.

[forexman77]

paladin800:
For example, I optimize/test EAs on the history to find such parameters that will give me a better chance to earn more than to lose in the future. Another question is by what criteria you select the best parameters. If you look only at the highest profit (with a drawdown of e.g. about 70-80%), you can run into a margin call on a real.
As for MICEX or RTS - there is only one source of quotes. Forex is not centralised, every broker can give slightly different quotes. For example, the spread, someone has for example 3 to 5 pips and another 0. For example, we will give you a 3-5 point spread and the other one will give you 0 points but will charge you a commission. You cannot upload your own quotes in MT5 (unlike MT4), in MT5 you have to specify the server of your broker, according to quotes from which you optimize/test. If you have an account with some broker, you should work on its quotes.

zfs:
Depends on what you need confidence in, there are different tasks, so a tester is necessary. The rest is your fears and misconceptions and lack of experience.

Look at what prevents the broker from changing the quote history over time. Suppose we have carried out testing, selected good parameters (low drawdown, mathematical expectation, etc.).

Now we run the Expert Advisor in real trading, it starts to lose money. This suggests logic, if during testing we use quotes that theoretically were changed by the broker, then initially the test using incorrect quotes will give wrong results. To avoid this, in my opinion, you need a quote history that you can trust and build on. Spread and other features of each individual broker, comes second, unless of course it is a high frequency strategy.

I run a test on MT4 and MT5 Expert Advisor, makes entry in different places, while making the spread in MT4 as minimal as possible.

Of course I'm not saying exactly that OC is pure manipulation but many are saying it. I still need a quotes benchmark, that's why I asked which quotes I should trust the most.

The MT5 tester is something, I have to hand it to the developers. What a great job! If only FORTS could test glues on it, then I think a lot of people would want to use this platform.

[forexman77]

Here's a question about the quotes by the way:

according to server time now in MT5 the strong movement started at 15:29 in MT4 at 15:30.

[Maxim Khrolenko]

forexman77:
...

Of course I'm not saying for sure that VCs are pure manipulation, but a lot of people are talking about it. Still need a benchmark for quotes, that's why I asked which quotes are the most trustworthy?

...

As a benchmark take quotes from MetaQuotes-Demo server.

[forexman77]

paladin800:
Take the MetaQuotes-Demo server quotes as a benchmark.

I see, I will know.

[Sourse]

   string startTime = "2013.10.10";
   string endTime = "2013.10.10";

   int iStart = 0;
   int iEnd = 0;
   int fourHour = (4 * 60) / Period();

   while (StrToTime(startTime) < Time[iStart]) iStart++;
   while (StrToTime(endTime) < Time[iEnd]) iEnd++;
   //string s = TimeToStr(Time[iStart],TIME_DATE|TIME_SECONDS); // проверка

   int rangeBufer = iStart + fourHour - iEnd;
   int indexBufer = 0;
   double maxInNightBufer[];
   double minInNightBufer[];
   double a[];

   for (int i = iStart + fourHour; i > iEnd; i--)
      {
         if(TimeHour(Time[i])>=20 || TimeHour(Time[i])<=6)
            {
               Print(TimeToStr(Time[i],TIME_DATE|TIME_MINUTES),"| ",High[i],"| ",Low[i],"| ",indexBufer,"| ",a[indexBufer]);
               a[indexBufer]=i;
               maxInNightBufer[indexBufer] = High[i];
               minInNightBufer[indexBufer] = Low[i];
               indexBufer++;
  //             Print(TimeToStr(Time[i],TIME_DATE|TIME_MINUTES),"| ",High[i],"| ",Low[i],"| ",maxInNightBufer[indexBufer]);
            }

      }

I can't assign values to maxInNNightBufer[], minInNightBufer[], a[]. I've highlighted it in red in the code. I don't understand why.

[Vasiliy Smirnov]

Sourse:
I can't assign values to maxInNNightBufer[], minInNightBufer[], a[]. It is highlighted in red in the code. I do not understand why?

ArrayResize(a,size);