Standard misconceptions in trying to trade in the noise (there was a "Nightmare on MT4 Street") - page 5

 
Rosh:
These timeframes are simply pumped up from the server.
Sorry, just - it's only a pissing in the bath...
The hole should logically have been on all timeframes
 
Rosh:
The developers are writing a ticking history of the championship (this has been reported) .
I don't need a tick story, and it hasn't been announced. I want what you promised or a story without HC, but without holes.
 
Gorillych:
Rosh:
These timeframes are just pumped up from the server.
Sorry, just - it's only in the ban to pee...
The hole should logically have been on all timeframes
By what logic? There is dumb logic - to pump from HC the data that is there. This is the first logic. No data on the server - no download.
The second logic is to download missing data from the demo server, where you are logged in. In this case there is a limit on the depth of downloading history from the trading server.
In the set language - a hole in the quotes - this is the non-overlap of the quotations set of the NS (set A) and the quotations set of the trade server (set B).
Think about what timeframe such a hole can appear, if the limit on the number of downloaded bars from the trading server for all timeframes on the trading server is set the same.
 
2 Rosh:

Under the guise of your own theory (or that of unrecognised authorities) you want to give indulgence to your HC. It looks ridiculous.

Tomorrow I will generate a time series with a random number generator and sell it to people as a EUR/USD time series for a million years (since dinosaurs). And I'll be right according to your theory - the main thing that the last 90 values coincide! And this is not hard to do. In short, you are talking nonsense. It makes a great difference, where you get the quotes from! And 10 points of difference is a phenomenal figure. There is no difference in quotes from brokers for these values (for EUR/USD, there are some for others, but the spread is bigger there too). Are you pressuring me with theoretical calculations? OK, let me talk scientifically too. I consider quotes from different sources equivalent if the difference between any two from different time series does not exceed 2 spreads. Your time series does not qualify here. As even in theory one cannot assume that such prices have taken place - they are not equivalent to Alpari's, as assuming the existence of a place where trades are made at your prices, I am already a multi-billionaire at arbitrage. I hope I don't have to tell you how to make profit on 10 pips difference of EUR/USD.

And to give quotations that cannot be on the market - this seems to me nonsense. You are trying to push HC under the guise of "the over-the-counter market" and "the absence of a quotation benchmark". But in doing so you forget that despite the "lack of a quotation benchmark" quotes differ by a small amount everywhere. And you are giving something completely different.

And I still can't understand why you hide the sources and methods of HC filtering and normalisation from us.
 
What a people.......
What do you care about "real" quotes? It doesn't matter what anyone puts into it. That's not what matters. Those quotes were there, they're not there now! And most likely there won't be any more. They may be similar, but they won't be the same. So what are they for?
Some people want a generator of quotes, and others want the history that matches their brokerage companies.
In my opinion, HC as well as the tester has great value because we can eliminate knowingly losing strategies. If an EA fails in the test (no matter on "real" quotes or generally generated), it means that it will fail even faster in the real market. A profitable Expert Advisor should be tested only online, and only with your brokerage company. For this reason I believe we should thank the developers and their clients.
So I think we should thank developers for this service and do not burden them with....mmmm ... unnecessary questions. Let them think about multicurrency tester :).
 
to kniff








Let's not argue about nonsense. Developing a strategy in theory and applying it in practice are often two big differences. If you think that someone will let you make money on arbitrage with a minimum of effort and with an acceptable result - I will be only glad for you. I have not got to that point yet. And do not forget - we are all millionaires in history.
You have your own idea of the right quotes - apply them. In addition, you can buy paid historical quotes and import them into the terminal.
Please give us a definition of volatility. If you are going to work on a specific dateframe on a specific timeframe from a broker (i.e., take into account the quotes of this broker) - then fine-tune your Expert Advisor on this data. If your EA is designed to trade on 5-minute EUR - what difference does it make to you - how the EUR behaved three years ago, a year or two will be enough, and you can certainly get this information.
And one more thing: what have I said that offends you so much that you are attacking me. Is there anything in this post that offends you?
 
Gorillych:
Renat:

Always use thick-skinned strategies and consider that trying to do analysis on anything below NN minutes is (to put it mildly) pure self-deception. So one gets into the noise, does not want to accept and acknowledge it, gets problems on slightly different quotes and is still learning. You will have to study for a long time, because you are too lazy to use the search :)

What do you mean by NN minutes?
Are you a programmer or a universal trader, who knows all the strategies and knows exactly what is noise, on what timeframe you can trade, and on what not? So tell us.

I say based on my 7 years experience "don't get into ticks (1), don't play in noise (2), write toasty EAs (3), don't try to build strategies on anything below NN minutes (M5, M15, by taste) (4)". But would anyone believe me? The experience of this forum suggests that they won't believe me, and every month the same questions will appear.

They won't believe me, because all this has to be experienced on its own. So, good riddance!
 
Gorillych:
Rosh:
These timeframes are just pumped up from the server.
Sorry, just - it's only in the ban to pee...
The hole should logically have been on all timeframes
Do not confuse the beta version of the History Center (this is a separate service, not related to the trade server) and the trade server data. If you read this forum carefully, you would see that the History Center is in development and we are not updating it yet.
 
kniff:
Tomorrow I will generate a time series with a random number generator and sell it to people as a EUR/USD time series over a million years (since the time of the dinosaurs). .
This is exactly what I recommend you to do. The most important thing is to start thinking and practicing by studying _your_ theories in a practical area.

That is, step away from forum demagogy and theory, and then begin to methodically and independently work through the subject. A couple of years of practice and everything will fall into place.
 
>> And is there anything in this post that offends you?

No. Not in the post, not in the thread. Sorry for the harsh tone.

>> . If your EA is designed to trade on 5 mins Eura

Almost. On 5minutes, but a different pair. But even on such a seemingly thick-skinned Expert Advisor (stop loss = 70, take profit = 30) the difference between the histories is k o l o w n. On HC history it is 15 times more optimistic (on alparish one it does not drain either. But it does not make me a millionaire in a month).

>> If you think that someone will let you make money on arbitrage with a minimum of effort and with acceptable results - I will be only happy for you.

I'm actually saying it's impossible . As if I'm defending the position that it can be done! I'm saying that if the HC quotes were real - it could be done. So HC quotes have a big problem - there is some leftist, non-market noise in them. If you simply take quotes from different sources, you will not find a difference of more than 1-2 spreads. So someone has seriously tampered with the HC quotes.
Reason: