Sacred knowledge. - page 9

 
Izzatilla Ikramov:

Backtests and checks are all history and may not be repeated in the future.

Are the other signals (unprofitable at the moment) also trading on ticks?

So that's exactly what trading on ticks goes to the plus, the others that were tested on meta-quotes ticks, and work on candlesticks, M1, go to the minus... Although in the tester, they are super gral.
Here's proof of the need for accuracy for backtests as well as for trading....
 
The broker cannot disable ticks. This is fundamental system data.
 
Renat Fatkhullin:
The broker cannot disable ticks. This is fundamental data of the system.
Thanks Renat for the information . COOL! ! !
 
Izzatilla Ikramov:
Hello, recently everyone is using only one word - tick charts, tick data - but are they useful at all, I can't grasp the essence of it. Are there any examples of real trading where ticks were used, or are they only needed for testing/optimization on history, for which some use third party software. Thanks.

It will be possible to test your own developments not in real time, but on history, which will make it much quicker to see whether it is worth digging in your chosen direction.

You will be able to test other people's developments.

And yes, the tick history in the tester is needed for testing and optimization, because the tester itself is needed for testing and optimization.

 
So it will be possible to "test" the ticks in the next version? And will it be possible to get the full ones in one?
 
Renat Fatkhullin:
The broker cannot disable ticks. This is fundamental data of the system.
Too optimistic. How many resources does it take to store ticks in one year for a hundred instruments? Have you calculated?
 
Alexander Bereznyak:
Too optimistic. How many resources do you need to store ticks in one year for a hundred instruments? Have you done the math?
Don't spook (just kidding). Let them do it and we'll see.
 

It seems to me that counting on brokers in this case is a dead end. They are hardly interested in all this. Why should they accumulate and store tons of information?The only thing they stand to gain is complaints from the customers that the history is unclear in some place, etc. Moreover, when we are talking about the kitchen industry ...

The collection and accumulation of history is a separate business, which already has the seller's interest in the quality of quotes, etc. Therefore, in my opinion, it would be better to focus on third-party data-feeds with quotes. Their number will grow if there is demand, so the prices will be low.

 

If the tester will be able to test by ticks, then it would be logical to add the functionality of importing third-party tick data obtained from datafeeds.

So far, it is not clear how the tester will give these ticks to the Expert Advisor, will there be real asc and bid (i.e., the real spread at that moment), or only the bid from the tick + spread set by the tester?

In general, the tester lacks flexibility in settings. For example, to set the spread value itself to test the strategy's stability to the spread value.

 
Tapochun:

It will be possible to test your own developments not in real time, but on history, which will make it much quicker to see whether it is worth digging in your chosen direction.

You will be able to test other people's developments.

And yes, the tick history in the tester is needed for testing and optimization, because the tester itself is needed for testing and optimization.

Thanks, but if the tick history is used for testing, it means the TS is also built for trading in a very short time, up to several seconds. If it is so, it means the technical analysis of charts built on tick data will be used. And how can this be implemented? Or am I mistaken and tick data are necessary for any TS working at any timeframe.

I just can't understand such a desperate need for tick data. Well optimized with high quality modeling, but it still does not provide anything for future trading.

Reason: