Standard misconceptions in trying to trade in the noise (there was a "Nightmare on MT4 Street") - page 6
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Information is the most valuable product there can be...
For forex the correct database solves everything...
Try to download the history of minute bars just like that and through quotes archive...
The difference is a nightmare...
to write a GRAAL on this story is like a spit, although in real life it would be a total flop...
This is deliberately done so that turnovers cannot be increased. ...
Or there are offices that put out real information...
Let's comment:
Writing a PIPS expert is much harder than writing a thick-skinned expert
There are HUGE conditions!
You may use a lot of them. one of them is a stop-loss level - if the stop-loss size = 10 pips, you'd think trading with such a broker is doomed to failure.
there are brokers with 0 level of stops, i.e. no stops at all, you can place a pending order within the spread or at the price.
there's a chance for the pips trader
if the price at the HISTORY CENTER is 10 pips different, so what!
Earlier you could download a one-minute quote from a broker for 2 months
If a brokerage company sometimes has quotes that differ by 10 pips! What to do with it? It's been known for a long time!
If you want to take your broker's minutes or better yet ticks, you may be happy!
you don't need a 1-day pip trader and you don't need a 5 or 6 year term base!
for a Pipser gather a flat market as it usually happens in the summer and a couple of months of trend bears and bulls for a couple of months
i think that will be enough to see if it will work or not
the trend should not be determined by M1, so that the piper working in april this year could earn more positions to buy
looking for a trend on M1 is the downfall of any pipser
and the developers have nothing to do with your claims
There is no such case. Well, they do, but not for EUR/USD. I have never seen a difference of more than 2 spreads.
Even interesting to hear the name of a brokerage company that sends different real and demo quotes to the client terminal. How did you notice that? Have you compared the history of real and demo quotes for a certain period of time?
Well, this is kind of well-known. It has been explained many times that the demo quotes are given by a robot, and the real quotes are given by a human.
And whether the real quotes can differ in one brokerage company is a real question :)
And judging by the fact that nobody answers my question (not the first one) - I don't know what to think :)
The HC statistics can be smoothed according to some algorithm making them smoother and similar to quotes of brokerage companies. The difference will be of course, but it will be less than if you run the Expert Advisor by the historical quotes of DTs and by the prices of the news and compare the results.
Renat. This is not what the conversation is about. :) The talk is that there is some non-market noise in the HC quotes. As simply the range of quotes on the market does not exceed 2 spreads wide. And your quotes are sometimes 10 pips different from e.g. Alpari's, which raises a lot of questions.
Renat. That's not what we're talking about. :) The conversation is about some non-market noise in HC quotes. Because the range of market quotes does not exceed 2 spreads in width. And your quotes are sometimes 10 pips different from e.g. Alpari's, which raises a lot of questions.
Imagine for a moment that this may happen in real trading! Then who would you blame? That's what Renat says, if your strategy cannot withstand these.... "fluctuations" .... then it is worthless!
The fact that the system does NOT work on real after HC means that my system is bad . But it doesn't mean that HC is good! How can you not understand it! I cannot use data so noisy with non-market noise. The key word is NON-NORMAL. I will give you the one-minute chart of temperature in Montevideo and say that this is noisy EUR/USD and call all EAs that do not work on it - not thick-skinned enough. I think there are few who would like to support my position. And mind you, my chart will HOWEVER correlate with EUR/USD, I assure you. Only badly. Similarly, HC correlates poorly with the quotes on which you can make trades.
An expert has to successfully tolerate market noise and broker filters, but it doesn't have to make you profit on synthetic white noise from a random number generator or on a chart of the average temperature in the sun! The same goes for HC. Moreover, I am not saying that HC is not usable. I am saying that it only gives you 30% of the possibilities, relative to what it could.
I say based on my 7 years experience "stay away from ticks (1), don't play in the noise (2), write toasty EAs (3), don't try to build strategies on anything below NN minutes (M5, M15, to 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!
Then look at your statistical reports. What percentage of experts work on the minute chart?
Look at the chart of the leader. What timeframe does he work on?
Can you advise him too?
Do you have any advice for him too?
Don't forget the sum of 1+2+3+4 conditions and don't take out single requirements. Also, working on M1, the expert has access to all other timeframes.
What is worrying is that more and more people are throwing statements into our forum without a single piece of evidence under accusatory threads and forcing developers to explain themselves on nothing. If you have something to say, please provide correct and perceptible evidence.
You were shown at the beginning of the thread the difference of 10 pips between your data and Alpari's. And the difference between any data taken from different brokers does not exceed 2 spreads. Based on that I argue that there is non-market noise in your data. That is, noise caused not by"OTC market" and not by "lack of a single benchmark" but by the method of quotation filtering. The HC situation is equivalent to the following - if we had an exchange. Chicago, for example. Where the benchmark for quotes IS. And you would offer ones that differ from them by +- 10 points.
I am, in fact, asserting the isomorphism of these 2 cases. And talk about usability of your data is really just talk. I don't use it. 90%, I think, neither do I. And not because HC is bad by definition. But because you refuse to tell how you made it . If you told it, many would use it, making a discount on method of generation of quotes from HC, and there would be no reason to quarrel with people like me in these threads - you would reply with simple link to description of method of receiving your HC.
There are some unsupported arguments, not supported by experiments.
Renat has said that he has had 7 years of experience in this industry and he believes that thick-skinned EAs should be developed. I wonder if these conclusions were drawn based on the analysis of successful strategies of some traders. If so, on what data have they tested and optimized their EAs and what data have they run them on?
Maybe, Renat, you have a collection of such insensitive Expert Advisors. If I had such a thick-skinned Expert Advisor I would do it and show the results on the forum proving that a good EA may not care about fluffy quotes or smooth quotes of brokerage companies.
I think we should take the average indicator as an indicator that shows the difference between the two. I think we should take the average of oppenclose high and low for each bar and apply it to indicators instead of the close values as it is now. If we take average values, the fluffiness will be smoothed. So far I have the following method of decreasing the sensitivity to quotes.
This article may help you to write an article about methods of reducing the sensitivity of Expert Advisors to quotes, preferably with examples.