Standard misconceptions in trying to trade in the noise (there was a "Nightmare on MT4 Street") - page 3
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A lot relative to an EA with an average of even 15 pips. Because it makes testing such an EA biased. And another reason why it's a lot - in all places, obviously, prices differ by a few pips. But if the difference is more than 2 spreads, it is a direct arbitrage opportunity. But we are not small, we all understand that when a client of brokerage companies sees an arbitrage opportunity - he or she needs to remove his or her rose-coloured glasses.
So, 10 points on EURUSD is 5-6 spreads. This is an awful lot, the very fact that such data has been obtained from somewhere puts the source of this data in doubt for me. But, unfortunately, Rosh, Renat, you stubbornly refuse to answer the question - WHERE the data came from and HOW it was normalized and averaged. It turns out that you have given a caveman a Ferrari (or Zaporozhets - it is not clear yet) - but you have not attached a manual. And you are still wondering why these questions and complaints.
Although for its part please note that I have no REASONS to you. Only questions.
If the results of the Expert Advisor's test on quotes from different brokerage companies are strikingly different, fuck that Expert Advisor. For determination of stability I purposely mix different quotes, including those with different spreads and even with holes. A good robust algorithm is successfully chosen even in such a situation.
>> 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 the >>person gets into the noise, doesn't want to accept and acknowledge it, gets in trouble on slightly different quotes and is just still learning. It'll take a long time to learn, because I'm too lazy to >>use search :)
1) Explain to me, please, what is a "thick-skinned" strategy? You use the term, appealing to our internal understanding of the term, which is different for everyone.
2) Look at the above charts at the beginning of the thread. We are talking about a comparison of at least the same quotes from Alpari and HC. The difference can be 10 pips - there is an opinion that this is a bit much.
1) Search by robust, robust systems, thick-skinned on the subject of strategies - all this has been voiced many times (preferably on google). But laziness forces each individual to get into a "I don't want to search, let me explain" posture. It has been explained many times, all you have to do is look it up.
2) Everything is absolutely within the norm. And the statement about "real history" shows a complete lack of understanding of pricing in the foreign exchange market. There is no benchmark - every broker and bank has different prices. Look here and think about it: http://www.rbc.ru/cash/
Renat, I understand the FOREX pricing system perfectly. I even promise you an article as soon as I get my hands on it ;)
Thanks for the link. Yes, one more thing - why do you present facts that confirm my position in a rebuttal tone? It's exactly the situation I described there - the difference is not more than a spread! There is no arbitrage there. And if the difference is 10 pips between two brokers, then I am arbitrage. Direct, explicit and risk-free. As 10 pips is clearly MORE spreads, and many more.
>>1) Search by robust, robust systems, thick-skinned on the subject of strategies - it's all been voiced many times (preferably on google). But laziness forces every single >>person to get into a "don't want to search, let me explain" posture. It's been explained many times, just look it up.
A wave-off, no more. Like you are wrong, I do not want to prove it - look it up on google. It is not nice. All the more unkind that I do not belong to the clan of your manic opponents and critics and the only purpose for which I am writing all this - to improve your own situation.
I ask you a direct question, I want a direct answer: Please tell me exactly where the HC quotes came from and what algorithm was used to normalise them. If you cannot answer, then explain your motives for not wanting to disclose this information.
If the results of the Expert Advisor's test on quotes from different brokerage companies are strikingly different, fuck that Expert Advisor. For determination of stability I purposely mix different quotes, including those with different spreads and even with holes. A good robust algorithm is successfully chosen even in such a situation.
I totally agree! - What kind of Expert Advisor needs greenhouse parameters?
All sorts of filters have long been invented - against excessive noise and gaps, etc.
As usual - the administration is silent on the most interesting questions :))))))
There is no arbitration at all. You just don't know the width of the price flow in forex. Different brokers filter this flow in different ways, choosing a number of banks whose quotes suit them best. Don't demand perfect conditions - every broker has different prices. And there is no guarantee that tomorrow the broker will not change its supplier and its quotation stream will change. Who do you blame in that case (and you do!)?
2) Everything is absolutely within the norm. And the statement about the "real story" shows a complete lack of understanding of pricing in the foreign exchange market. There is no benchmark - every broker and bank has different prices. Look here and think about it: http: //www.rbc.ru/cash/
But i cannot understand why this brokerage company show their demo quotes and not the real ones?