Errors, bugs, questions - page 2385
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And you don't resent the fact that the TPs are margins and therefore slip. Or that limit orders on Hedges and non-stock symbols slide to the plus, giving a huge imaginary increase in the result.
I'm not aware of such subtleties as I've not been involved in dense development of my TS on MT5 before, for the most part. How is it that TPs are marketplaces, what's the news? If they hit a gap they should be executed at the first quote, i.e. in case of limits slip to the plus side. A quality broker may allow this on the real account. But of course this is not a rule. But if the spread per bar would be maximum everywhere, then this gain on the limits it would compensate.
Each time before the test on new dates, will I have to generate from ticks partially or completely by the script a minute history of each of the traded instruments with "correct" spreads, or can it be somehow simpler?
Besides, symbols with different names will be used in trading and in tests, which additionally creates unnecessary confusion.
I've been doing this for a very long time now. It's simple and very convenient. I just need to understand it once. Sometimes I use the virtual program because it allows me to configure rules of pending orders execution, etc.
If you don't look at the Cloud limitation, there's almost no point in testing on custom bars at all, as there are custom ticks.
So the easiest way is to make a 4 tick sequence like minutes and test on custom symbols in "real ticks" mode?
I'm not aware of such subtleties, as I haven't been involved in the development of my own TS on MT5 in the past. How is it that TPs are markdowns, what's the news?
Look at which order corresponds to a TP deal. This is a market. You can't use a take position as a limit order on the real. Perhaps one of the brokers has broken that rule.
So the easiest way is to make a 4 ticks sequence like a minute and test it on custom symbols in "real ticks" mode?
Forum on trading, automated trading systems and strategy testing
Libraries: Virtual
fxsaber, 2018.10.24 21:40
Rough runs you can organise yourself now via OHLCtics.
Forum on trading, automated trading systems and trading strategy testing
Libraries: Virtual
fxsaber, 2018.10.24 22:03
The only difference "by opening price" from their OHLC-types is the higher priority of SL-level execution over TP.Look at which order corresponds to the TP trade. This is a market. On the real you can't use the take position as a limit order. Perhaps one of the brokers has broken this rule.
If the take really corresponded to a market order, it would regularly slide to the downside like any market order (including a stop, which by definition becomes a market when the price touches it). But a TP cannot slide into minus in the MT5 tester or in any broker's real, which proves that it is not a market at all (although brokers in MT-LP type bridges most likely often are, but they take the costs, so most often they take a positive slip, too).
P.S. Thanks for the linksIf it really matched a market order, it would regularly slide into negative territory, like any market order (including a stop, which by definition becomes a market when the price touches it). But a TP cannot slide into a negative position neither in the tester of MT5, nor in a real account of any broker, which proves, that it is not a market order at all (though brokers in MT-LP bridges most probably often are, but they bear the costs, so most often they take the positive slip, too).
In Tester, in no-delay mode, the take is executed at the price of the take, since the execution is perfect. Therefore it cannot be at a disadvantage there.
With delays, it is likely to go into the negative zone, just like any market. As for the real, on the same exchange it is unprofitable to use a take. Especially when the position is decent.
In Tester in no-delay mode, the take is executed at the price of the take, as the execution is perfect. Therefore, it cannot be in the negative zone there.
With delays, it is likely to go into the negative zone, just like any market. As for the real, on the same exchange it is not profitable to use a take. Especially when the position is decent.
I am not an expert on exchange execution, I mostly work with forex. With delays, the take will not go negative either, trust me. I don't think the developers have decided to make such a massive revolution in the principles of limit order trading
Take may be only refunded if the price declines during the order execution period, or it may be executed partially. But it will not be executed at a worse price. As with any limit, in fact, unlike markdownsI'm not an expert in exchange execution, I mostly work with forex. I don't think the developers decided to make such a massive revolution in the principles of limit order trading. I do not think that the developers have decided to make such a massive revolution in the principles of trading with limit orders.
And I'm familiar with forex. You don't even have to believe yourself. It's easy to check.
P.S. Thanks for the links
The MT5 tester features areclearly shown here.