a trading strategy based on Elliott Wave Theory - page 303

 
<br / translate="no"> Every week I save quotes for 28 currency pairs for analysis in Excele. So, I've noticed an interesting paradox, on some currency pairs the history has changed, but only by 1 pip, nevertheless. I look at timeframes, ranging from one-hour to monthly, what is interesting, the history is changing not only on the hour and daily charts, but also on monthly charts, for example, quotes that were 4 months ago are changing. How could it be? And how is it possible to test Expert Advisors on history? :)))))


Did I get it right, you saved quotes in Excle for a long time, then looked the same quotes from the same vendor, already as historical ones and detected changes?
[/quote]

Yes, exactly like that. I save quotes once a week, on weekends when the market is "off".
The history on some vp's and on some timeframes changes for some reason. That's weird!
 
Every week I save quotes for 28 currency pairs for analysis in Excle. So, I noticed an interesting paradox, on some currency pairs the history has changed, but only by 1 pip, but nevertheless. I look at timeframes, ranging from one-hour to monthly, what is interesting, the history is changing not only on the hour and daily charts, but also on monthly charts, for example, quotes that were 4 months ago are changing. How could it be? And how is it possible to test Expert Advisors on history? :)))))<br / translate="no">
My opinion on the matter.

My work with three or four brokers at the same time, quotes differ by 2-4 points on a quiet market and at the moments of high volatility (during the release of strong news) may differ by 5 to 50 points (for example on Onde for the NFP lately only the spread reaches 30 points). On history after some time, extrema may be corrected - at which point, as I understand it, the quote machine may give the wrong quotes.
It is interesting to observe the quotes of ECN brokers at this time: at the moment of news release, the distance between bid and ask can be up to 50 pips, although usually it is 1-2 pips.

Also, by choosing a broker (DC) you are agreeing to its quotes.

When testing, you have to build on that, that's all IMHO.


NP.







 
Каждую неделю я сохраняю котировки по 28 валютным парам, для анализа в Excele. Так вот, заметил интересный парадокс, на некоскольких валютных парах "поменялась история", правда всего на 1 пипс, но всё же. Рассматриваю таймфремы, начиная от часовок и до месячных, что интересно, история меняется не только на часовках и днёвках, но и на месячных графиках, например, меняются котировки которые были 4 месяца назад. Как такое может быть? И как при этом можно тестировать советники на истории? :)))))

Мое мнение по данному вопросу.

Я работаю одновременно с тремя-четырьмя брокерами, котировки отличаются на спокойном рынке на 2-4п а в моменты повышеной волотильности (во время выхода сильных новостейХ) могут отличаться на 5 - 50п (например в ОАНДЕ на NFP в последнее время только спред достигает 30п). На истории через некоторое время, экстремумы могут быть скорректированны - в этот момент, как понимаю, котировочный автомат может выдать неправильные котировки.
Интересно понаблюдать в это время за котировками брокеров ECN: в самый момент выхода новостей, расстояние между бидом и аском может составлять до 50п, хотя обычно это 1-2п.

Кроме того, выбирая брокера (ДЦ), вы соглашаетесь на его котировки.

При тестировании необходимо закладываться на это, только и всего ИМХО.


НП.












alextron it's clear that different brokers have different quotes, it's no secret. :))))))
But the question is that the quotes change in history. It sounds absurd, but it's a fact...
 
I encountered such facts with Alpari a year or two ago, that the quotes were different on different timeframes. I don't remember which timeframes were daily and 4 o'clock, the HL on daily was 2-4 pts different from the HL on 4 o'clock.
NP.
 
I encountered such facts with Alpari a year or two ago, that the quotes were different on different timeframes. I don't remember which timeframes were like daily and 4 o'clock, the HL on daily differed by 2-4 pts from HL on 4 o'clock. <br/ translate="no"> NP.


Again you got me wrong. :))))))))))))
You save the quotes, upload them to Excel. A week goes by and you do the same thing
and suddenly it turns out, for example on a monthly chart, that a quote that was in the history 4 months ago has suddenly changed its value. Very interesting :)))))))
 
Interesting paradox, on several currency pairs "history changed", but only by 1 pip,<br / translate="no">
How could it be? And how it is possible to test Expert Advisors on the history? :)))))


You may test them once a week with mournful music. )))
 
<br / translate="no"> I am a small supporter of physical analogues and have little idea what polymer fluids are. But natural curiosity makes me want to ask - what are the benefits of such an approach? I understand that this could be a trade secret, but at least conceptually can you outline the essence of the model?
of the supplier, already as historical and discovered changes?


I don't have any secrets. :)

imagine torque glue, or plastic....
well, if it's slow, you can stretch it, but a little faster, it starts to tear...
if you throw a ball into a tensioned greenhouse wall, it'll bounce off, but if you don't think about it, you won't get away with a small hole...
 
to Alex Niroba
<br / translate="no"> grasn yes, that's right. I save quotes once a week, on weekends when the market is "off".
The history on some VPs and on some timeframes changes for some reason. That's weird!


Really strange. But it seems to me such a small difference will hardly influence the results of wave analysis. You will earn one point less. :о)

to Commodore

I don't have any secrets. :)

imagine torque glue, or plastic....
well, if it's slow, you can stretch it out, but a little faster, it starts to tear...
if you throw a ball into a tensioned greenhouse wall, it will bounce off, but if you don't think about it, you won't get away with a small hole...


Sure, "Moment" glue is excellent. It came in handy many times when I was trying to repair childhood damage. I remember the vase well. Literally "glued" everything around it except the vase itself. Or rather, it was also in the general mass of everything glued... In general, I have surpassed all the abstractionists put together, because they were small compared to my oeuvre.
I just can't appreciate how good it is for forex. But never mind, in spite of my impressive practical experience, I have no idea about polymer liquids anyway. But authoritatively I can say, the main thing here is not to get into trouble. :o))) it was a joke.
 
2 grasn
One single losing trade - and that was just short of history. The lot is stable - 0.1. Trades are small, but no errors. It is possible to increase the number of deals, but in this case the risk increases as well. This result is a kind of "maximal forecast reliability". I do not really understand why the quality of modelling is na, maybe because of minutiae?


Hi Sergei !
This test, unfortunately, cannot be considered indicative. In the absence of stops such a ratio of profitable to losing trades is in order. But the absence of stops is a mistake of beginners that is constantly criticized on this forum and completely deprives the results of objectivity.
Try to run the same test in "all ticks" mode with stops. Try to optimize the SL parameter. If you get a positive profit of the strategy with SL<MO, this result will already mean something.


The presence of stops is an error that changes the objective behaviour of the system.
I think it would be more logical for the system to work on all found channels instead of introducing artificial "directive" limits. Then, after opening a trade in a channel with overbidding, the "hedging" channel(s) would open, and the time and profit missed first would be worked out.


On the other hand, if mathematics can achieve it even through such overheating, then it must be applauded.
 
to Gorillych
<br/ translate="no"> The presence of stops is an error that changes the objective behaviour of the system.
It seems more logical to me that the system should work on all channels found, instead of introducing artificial "directive" limits. Then after opening a deal in a channel with overbidding, the "hedging" channel(s) would be opened, which would work out the time and profit missed the first time.


I agree in general but it all depends on the accuracy of the model and psychology. I would hardly sit and wait long from a psychological point of view, and one could still earn profit during this time. But the idea of "hedging" channels is interesting, I must try it.
Nevertheless, I am preparing another version with stop losses. Actually, it has been almost 3 weeks since I have started it - lack of time, damn it, work. But nothing, I think I will finish it soon.
Reason: