Interesting topic for many: what's new in MetaTrader 4 and MQL4 - big changes on the way - page 43

 
TheXpert:
I have figured out the logic - I think I need an asc for HighBid and a bid for LowAsk. Or we should rework logic, but not too much, then it will be slightly pessimized version of real. Yes, I can.
Describe in more detail why it may be necessary?
 
hrenfx:
Describe in more detail why this might be necessary?
My Sellimit setting is directly dependent on the spread.
 
Urain:

Vladimir, I thought you wrote your tester in OpenCL, it's easy to write tick history there too.

Whatever: either in my optimizer or in MT the result is the same, I have written the history for my optimizer in an MT-tester (synchronously with the history of indicators), it is easier. If we load someone else's history, the calculations of indices will have to be done and synchronized with the quotes in another place. It is more complicated, taking into account that mql indicators have been written and developed for a long time, and the infrastructure "fell from the sky" for free. It can be solved. I will do it one way or another. I don't need any complicated infrastructure, I may even make everything in mql5.

Or did you cheat, and gave you tester ticks? I had to build my own, or at least download ready-made (but I do not like that almost no one has volumes, although in realtime present).

I've tried to trade with limiters on MT-tester, but it's not so hard to get ticks, and I've tried to make it work. (In OpenCL it is very troublesome to code limiters trading taking into account that I cannot branching is not allowed, so as not to affect all parallelism. Besides, it will slow down optimization by two or three times. But I will try to make a fast variant. Again, I have some ideas. I would like to divide it into two stages. At the first one I want to squeeze everything out of neuronet while trading "by market", and at the second one I want to optimize prepared forecast time series of optimized neuronet (written in one run) for limit trading.
 
TheXpert:
I set Sellimit directly depending on the spread.

Then it really sucks Spread addiction is a well-known scourge of almost all algotraders. Few are able to get rid of it, as it requires breaking a very strong pattern in oneself.

It is correct to focus not on a function of the spread (for example, the average spread of the outermost 100 ticks), but on the potential profit of the outermost part of the history.

The trick of this method is that if the spread was high in this part, then the maximum potential profit of this part will be small. If the spreads are very large, it will be zero.

And potential profitability is determined as a sum of ZigZag knees built by HighBid and LowAsk tops. I.e. there is enough data.

P.S. Try not to bind to the spread in all of your logic of building TS - it is fundamentally wrong. Although it sometimes gives a positive effect than if you do not prescribe anything at all.

 
hrenfx:

Honestly, .........................

...............

............Briefly, a masterpiece of obtuseness.

Language is not a problem, all thoughts understood, figured it out.

Thank you.

 
hrenfx:

Then it really sucks Spread addiction is a well-known scourge of almost all algotraders. Few are able to get rid of it, as it requires breaking a very strong pattern in oneself.

It is correct to focus not on a function of the spread (for example, the average spread of the outermost 100 ticks), but on the potential profit of the outermost part of the history.

The trick of this method is that if the spread was high in this part, then the maximum potential profit of this part will be small. If the spreads are very large, it will be zero.

And potential profitability is determined as a sum of ZigZag knees built by HighBid and LowAsk tops. I.e. there is enough data.

P.S. Try not to bind to the spread in all of your logic of building TS - it is fundamentally wrong. Although it sometimes gives a positive effect than if you do not prescribe anything at all.

It is cool. And it is logical as hell.

I stole it for myself.

 
There won't be any money left on the forex market:)
 
server:
There won't be any more money left in forex:)
You can go into shorts now. It's time.
 

I apologise for not having read the whole thread, but only pages 1 to 7 and 41 to 42 were enough for me. I'm sorry, I haven't read the whole branch, I've read only pages 1, 7, 41, 42 and I feel I have to put my opinion in it. I am using MT4 & MQL4 since the time everyone started to trade MT3. The main thing that attracted me to MQL4 was the simplicity/functionality ratio that was much better than all the competitors. In my opinion, this was its main advantage. And MQL4 has changed drastically over all this time, after such news it's hard to imagine what kind of a beast it will become. But it won't get more complicated. Since the more complex MQL4 becomes, the larger is the field of activity for the programmer, not for the trader! And thus MQL does not cover its potential audience in full, or maybe even a smaller one.

MetaDriver:
.........
So why not discuss the options of the future, even if distant (like MT6) ? Why are you looking for malice in these discussions for nothing? You'd better get involved.
.........

And on the above, I have an idea-proposal for developers. To preserve flexibility and functionality and at the same time make new MQL-X easy to understand for brains. The new MQL as a constructor of trading strategies, first of all, as a system of visual designing and development of strategies which does not require knowledge of programming languages and functionality of the trading terminal and which enables quick and easy writing (drawing) of complex trading strategies. HiAsm is a good example. Of course, HiAsm is intended for writing general purpose user programs. This is just one of many similar graphical C++ implementations. So, if MQL is very similar to C++ and is object-oriented, why not make it as a graphical constructor. With the help of which the probability of syntax errors and time spent on poking around when writing the source code of the Expert Advisor can be significantly reduced.

I would like to hear everyone's opinion on my proposed idea, I am especially interested in opinion of developers....

Ордерa, позиции и сделки в MetaTrader 5
Ордерa, позиции и сделки в MetaTrader 5
  • 2011.01.05
  • MetaQuotes Software Corp.
  • www.mql5.com
Надежный торговый робот не может быть создан без понимания механизмов работы торговой системы MetaTrader 5. Клиентский терминал получает от торгового сервера информацию о позициях, ордерах и сделках. Чтобы правильно обработать эти данные средствами MQL5 необходимо хорошо представлять как происходит взаимодействие mql5-программы и среды исполнения терминала.
 
brown-aleks:

I apologise for not having read the whole thread, but only pages 1 to 7 and 41 to 42 were enough for me. I'm sorry, I haven't read the whole branch, I've read only pages 1, 7, 41, 42 and I feel I have to give my opinion. I am using MT4 & MQL4 since the time when everybody started to trade MT3. The main thing that attracted me to MQL4 was the simplicity/functionality ratio that was much better than all the competitors. In my opinion, this was its main advantage. And MQL4 has changed drastically over all this time, after such news it's hard to imagine what kind of a beast it will become. But it won't get more complicated. Since the more complex MQL4 becomes, the larger is the field of activity for the programmer, not for the trader! And thus MQL does not cover its potential audience in full, or maybe even a smaller one.

MetaDriver:
.........
So why not discuss the options of the future, even if distant (like MT6) ? Why are you looking for malice in these discussions for nothing? You'd better get involved.
.........

And on the above, I have an idea-proposal for developers. To preserve flexibility and functionality and at the same time make new MQL-X easy to understand for brains. The new MQL as a constructor of trading strategies, first of all, as a system of visual designing and development of strategies which does not require knowledge of programming languages and functionality of the trading terminal and which enables quick and easy writing (drawing) of complex trading strategies. HiAsm is a good example. Of course, HiAsm is intended for writing general purpose user programs. This is just one of many similar graphical C++ implementations. So, if MQL is very similar to C++ and is object-oriented, why not make it as a graphical constructor. With the help of which the probability of syntax errors and time spent on poking around when writing the source code of the Expert Advisor can be significantly reduced.

I would like to hear everyone's opinion on my proposed idea, I am especially interested in opinion of developers....

There is such a builder - Wizard MQL5. But for some reason there is no popular trail to Jobs. Probably because nobody likes standard solutions. And there is nothing but universal (read standard) solutions that Wizard cannot offer.

But again, the solution already exists.

Reason: