An effective trading strategy based on multi-currency analysis of multiple DCs - page 5

New comment
 

By the way, here's a simple example, as they say find ten differences in the graph, and this is not the best example yet, just a comparison of what I use for testing:) I wonder who has more ticks:) Clearly horizontal ticks should not be at all (straight), it immediately indicates that the tick fell out, but such a difference, it's not ticks fall out, there's something else :))) All in real time, a few seconds of tick update. The difference in client exchange rate is minimal. I have a feeling averaging is playing a role here, volumes are different and time intervals are different:) It is not without reason they say that one brokerage company may lose an EA, and another one may make pure profit, well, with such a difference you better believe it :) Moreover, the volume at different times may be different, exactly the opposite, as they say, I'll switch the windows in two places :) Of course there is no time interval, but I think I'll do in time, server time and local.



The continuation is no better:) I feel like they are not real quotes but close, say a minute difference, and the brokerage company knows where to make a mow just in case:) This is nonsense at all:)))).



For example, by local time you can clearly say what the difference is, if there is a problem with speed, especially if you measure it down to a millisecond, but the server time can be different:) And since server time to a second, not complicated calculations screw local milliseconds, without the discrepancy:) At the speed of light, of course not work, not everywhere the backbone between routers is a fiber:).

Z.I.: Just thinking out loud:)

 
Fooling our brother! I mean different DCs. Of course, this is kept under seven locks as to how any brokerage house processes the quotes it receives, and how it sometimes slows them down in order to knock out the most active clients.
Hence I'm inclined to make analysis mainly from primary sources - information agencies, and use data of brokerage companies only for making trading decisions taking into account the decision of the expert system that has already been formed. In this case, if some intervals are manipulated by DC, these intervals are very short anyway, and sooner or later the DC will have to follow the market trend. And if they slow down and distort, a skillful analysis can be used against them since it only delays their data and if a decision is formed based on other data, this delay gives additional time for placing and withdrawing orders.
 
Don't look for the truth in ticks, better read the topic: Standard Misconceptions in trying to trade in noise (was "Nightmare on MT4").

Similar topics have been discussed many times - just usethe search or the "similar" topics function:
 

So are those ticks you have from different brokers over an equal period of time or what?

 
xnsnet:

It is not without reason they say that one brokerage company may lose an EA and another one may make a net profit, well, there is a big difference between them :)

If we are interested in real trading ... We have to take quotes from the real account. And it is better to use less filtered, and therefore more informative quotes for analysis and decision-making, it's not a secret for anyone, except that they cost money, and automatic trade with their help is more complicated... It was discussed once here, when HQ appeared ...
 
Renat:
Don't look for the truth in ticks, better read the topic: Standard Misconceptions in trying to trade in noise (was "Nightmare on MT4").

Similar topics have been discussed many times - just usethe search or the "similar" topics function:
I have read the thread you mentioned, but what is written there does not contradict what I have said. The prices are not manipulated by all brokerage companies, but most of them, and it does not only appear in ticks, but the bars formed by different brokerage companies are significantly different. And in this case MT4 is not a complaint, it is just a tool, but every brokerage company can use this tool in its own interests, and no one doubts that it is there - in the market everyone is for himself and brokerage companies do not do good deeds and offer their services. Besides, interaction structure between different brokerage companies and data sources is hierarchical, someone is closer to the source and someone goes through many middlemen and everyone has interests.
 
Renat:
Don't look for truth in ticks.
Renat, I am not looking and no one is looking, I wanted to add, I already found it, but no, I am experimenting, and analysis, is not trading yet, I remember you once said:
Accordingly, if you open one position, hold it for a long time and then close it, the equity will be shown at two "open and close" points and will equal the balance. Few people will have enough of such a "graph". A real equity chart is a postic (ideally) or periodic equity measurement with plotting.
I think if I can achieve something more, why not try, as they say. All means are good if you try and look for something more. So why not, maybe something will work out. After all, it's my time, I've found something useful for me, as I said earlier, it's easier to see something in ticks, how easy it would be for an expert to see that is another question, but I'm trying, I'm still interested in doing it :) Of course I won't draw something for 80 years, even equity, averaging is similar to 5 minute bars, but let's say for a week, more than realistic. What if, to go further thought, what if to prove what was considered absurd, the proof, because you can approach in different ways and even do the same thing, can be different, and what if say someone does it, or maybe someone has already done and left for themselves. The market is a thinking business, like playing with real players in any online game, and it may not be possible to reach the grail, but you can adapt and learn.

PS: Everyone gets something out of it, but don't push the idea back, because in any issue, you have to get to the end, at least logically before you move away, best to leave what you did for others, then someone else will go the same way even better and more perfect.
 
xnsnet:
Accordingly, if you open one position, hold it for a long time and then close it, the equity will be shown at two "open and close" points and will equal the balance. Few people will have enough of such a "graph". A real equity graph is a postitic (ideally) or periodic equity measurement with plotting.
I thought, what if, (ideally), you can achieve something more, as they say, why not try. All means are good if you try and look for something more. So why not, and maybe something will work out.
For the sake of traders' time I write "do not look for truth in ticks".

Many have searched in this area, but the results are disastrous - everything turns into banal scalping. The person writes an amazing scalping system, he sees the profits, but in reality the smallest difference in one pip leads to the killing of the entire trade. After that the programmer draws the loud conclusion "the tester is lying!

To avoid such conclusions I have to keep repeating - "do not get into ticks, write thick-skinned Expert Advisors, use constant noise at least for half of a spread". But burying in ticks is a necessary rake, which every mechanic must step on by himself/herself, ignoring one of the main conditions of strategy building (robustness).

This is exactly how the tic hobby should be perceived: "I, F.Y.I., being of sound mind and memory, declare that I spit on the rule of robustness and seek my own way!" :)
 
No, I don't spit:) But I'm not retreating in search of my way :) Scalper is not good, no matter how you slice it, it's a dead end :) Maybe if it were not all this, then yes, there would be another scalper, a pipser, but they are and it is clear that this is a dead end, so be calm :) We studied and saw the consequences thanks to arbitrage, there are scalpers, but there is no high accuracy analysis.
 
I have friends who at different times tried their hand at the market, but with all the opportunities they have, they do not want to invest more than 200 quid in this business, more than the minimum requirement of a brokerage company, for a simple reason they do not see the market as anything more than a roulette, a toy, play and throw away, all that you call indicators for them is nothing more than blind confidence. As a result, after several attempts, everyone sees it in his own way, some people have lost money and do not want to continue, some are confident that after investing the same amount they will get back what they have lost, but none of them go deep into the essence of trading. I have given myself the will to understand and eradicate misunderstanding of the market, to explain what is a mystery to them, and to try my own forces, even after I have lost and not on the basis of blind confidence, but I see the rules and implicit laws, what the broker expects from the trader, but I must put everything together and show the significance, Firstly, for oneself, to learn not to lose everything or at least to see everything and use it for one's own good, everything that we see is good to use even for the understanding and awareness of the correctness of one's actions, not only for a particular job. A man must understand what he is doing, otherwise he will not do it, because it is his way of trial and error and his experience is the truth. Other people's experience is not an indicator here.

I have achieved what I wanted for myself, but for them trading is still a roulette wheel. Other people's experience is no indicator, what one person sees, another will not see. You can talk on the forum as much as you like, nothing will change without putting some effort into mastering the field, everyone will do it in his own way.
123456789101112...14
New comment
Reason: