Errors, bugs, questions - page 684
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
1. you are telling such platitudes, as if someone does not know them.
2) You are simply spoilt by the liquidity of forex and don't look at the general principles of bar construction. Look at the jagged and sparse quotations of illiquid instruments.
3. (a) The market and (b) the rest do not personally care about your idea of the correct bar time scale and its continuity. (c) The general scheme of operation in all (roughly) analytical constructs is "no prices, no bars".
4 To close the problem of missing some minute bars, my advice is to move to higher timeframes. At least M5 or higher, since you build your thechanalysis on them.
5. it is ridiculous to sit on M1, build trends on it and ask others "well, where am I fooling myself?
1. true. you know very well. only strange and silly that these "platitudes" you (the developers of the terminal. and you personally.) have been ignoring for years like the capricious whims of illiterate programmers.
2. I'm not spoiled by the liquidity of forex, I appreciate it and even get excited about it. And I've looked at the rare quotes, I've looked enough.
3. (a) The market may not care. The market, if you like, does not even touch your terminal. It does not care what traders trade on. (b) About all the others, you are grossly mistaken. (c) The general scheme "no price - no bar" has not even the slightest reason in the multicurrency terminal. Wake up, Renat, at last!!! In multicurrency. ! - Is this how you position your terminal?
4. your advice is totally unacceptable for a lot of subtle and thick reasons. One of them (far from being the only and not the most important one) - I am interested (very much) in the exact timing of extrema on higher timeframes of currency indexes, at least with minute precision, since you recommend to forget about ticks. (It was from such a request (only in a single-tool application) that the current game got heated.) And it can only be calculated by analyzing the minutes. In a situation when synchronization according to the bar number is impossible in principle - it is due to your "no ticks - no bars".
Your job is to build and sell server/terminal complexes, and I will think about trading on my own or consult other multi-traders, and not at all with MetaQuotes Corp.
Many will not agree. If there is no liquidity, on what basis should the bar be formed? And on what basis, if there are no bars in reality, then these bars should be simulated in the tester? Who needs a trading strategy disconnected from reality?
Many people will not agree until they have thought about it properly. Then there will be significantly fewer people - exactly as many as the percentage of people who can think effectively.
// Andrei, take your mind off of chopping the dough for the evening in a wonderful service "Jobs" and write at least one multi-volume indicator.
// At least begin to understand the difficulties we are talking about, instead of abstract arguments about "many dissenters".
How brainwashed they are! What a colossal job of literacy that needs to be done!
Bars are a conditional way of forming the LTR (price time series). This convention can be any, in general.
Do you realize that the time of bar opening in the tester is not equal to the time of the first tick in the real world? At the time of bar opening in the tester, the price was actually (99%) quite different in the real world - the closing price of the previous bar.
The price is relevant until its replacement arrives. And the tester lies about arrival of a new price. And while it is almost invisible in monoFis, it causes serious problems in multifis.
Just a simple example:
Obviously, synchronized prices are not bar open prices. However, the tester will still show that the first minute tick for EURUSD and GBPUSD came at the same time.
There is an option of synchronization only through closing prices. I wrote briefly how and where it is implemented here:
Many people will not agree until they have thought about it properly. Then there will be significantly fewer of those many - exactly as much as the percentage of people who are able to think effectively.
// Andrew, distract yourself for a night from chopping the dough at the wonderful service "Jobs" and write at least one multi-volume indicator.
// At least you'll begin to understand the difficulties we're talking about.
There were orders for multicurrency indicators. And the synchronization was performed by the indicator itself. There are also non-multicurrency indicators along with multicurrency ones. I'm not just cutting my money in the service, I'm involved in real trading. I don't need a simulated history. If there is no price, there should not be any bar. And if TS doesn't understand that, then I won't use such TS.
I also don't agree when price history is based on false statements:
hrenfx:
Price is relevant until its replacement arrives.
For such statements contradict elementary provisions of the law of supply and demand.
The price story should be what it is. Not the one that a particular indicator or TS wants to see, but the one that actually exists, both in the tester and in the chart.
For such claims contradict elementary provisions of the law of supply and demand.
Go to the market for potatoes at least.
:) +10
// He probably doesn't have time - lost profits after all...
Go to the market for potatoes at least.
Go yourself and you'll probably be surprised that the price of potatoes is not what the previous one bought them for, but what the next one will buy them for.
Too bad there are no annals on this forum.
Where are the moderators looking...? :)
Too bad there are no annals on this forum.
Where are the moderators looking...? :)