Can you tell me which trading systems anyone knows? I'm sick of metatrader! - page 11

 
Prival >> :

1 Wrong, work is already underway to introduce a tumbler in MT. http://www.procapital.ru/showthread.php?t=13075&page=8

2. Reliability is first and foremost where the money is stored. Bank and DC have completely different degrees of reliability.

3 I am not arguing, I just tried to give examples of more successful solutions for other platforms. And I would really like the banks and exchanges to start using MT. I think there will be problems, because serious financial institutions will not use software with closed (and unknown to them) code to manage their funds.

Why should a closed code be scary!

Banks and not only, are using WINDWOS which has a secret code!

 
Mathemat писал(а) >>

Seryoga (Prival), there are some nice-looking Kagi (or Renko?) here. I'm not asking for a link to a broker. I just can't believe that they are so beautiful. There is a bug in the algorithm that makes them so beautiful.

strange my post got deleted ))). There is a tick history there so everything builds correctly.

 
timbo писал(а) >>

Other platforms are not a discussion of VCs, i.e. cannot fall under the ban. These are new horizons of improvement for the same MT. Get them in here.

Turns out you can't. Deleted. And I tried to write. Too bad.

 
Prival >>:There is a tick history there so everything builds correctly

The tick flow statistic, even if it were Bernoullian, would no longer allow such beauty to be drawn realistically (it would be redrawn). In reality it is non-Bernoullian with the frequency of the smallest series like <1,-1> greatly overestimated relative to the Bernoullian. Such long series of "bars" in the same direction as in your drawing are extremely unlikely.

See here. It's true, it's a Renko. But the indicator is wrong, it's overdrawn. Realistically it won't be as pretty.

 
Mathemat писал(а) >>

The tick-flow statistics, even if they were Bernoullian, would no longer allow such beauty to be drawn realistically (redrawn). In reality it is non-Bernoullian with the frequency of the smallest series like <1,-1> greatly overestimated relative to the Bernoullian. Such long series of "bars" in the same direction as in your drawing are extremely unlikely.

See here. It's true, it's a Renko. But the indicator is wrong, it's overdrawn. Realistically it won't be that pretty.

You are wrong. It cannot be implemented in MT. Bernalis has nothing to do with it. There is a flow of ticks. It is available, both history and incoming data. If a tick has passed 10 points up (or down), we have built a bar and started a new one. Until the N points are passed (10 in my example), the bar will not start. If there was a 100 pips gap, it will open a 100/N bar. If history does not change, it will not rebounce.

 

Sergey, analyze the algorithm of the Collector' s Renko indicator, it is simple. There on the history the reneko-bars are built upon the end of the bar on the trading chart. This is not a correct algorithm because the price movement is modeled as a linear one inside a bar. This is very rarely the case.

Example: if you take a daily, and the Renko is 10 pips, if you had a trend day somewhere around the end of October 2008, you may get 40 bars of Renko in one direction (unbelievable move). The reality will never be like that (a move of 400 pips without a single pullback of more than 10 pips does not happen). Gaps have nothing to do with it.

 
Mathemat писал(а) >>

Sergey, analyse the algorithm of Collector' s Renko indicator, it's simple. The Renco bars on the history are built by the end of the bar on the trading chart. This is not a correct algorithm because the price movement is modeled as a linear one inside a bar. This is very rarely the case.

Example: If you buy a daily and the Renko is 10 pips, if it was trending somewhere around the end of October 2008, you may get 40 bars of Renko in one direction. Realistically it will never be like that. Gaps have nothing to do with it.

Alexei again. That's where the ticks are stored. I take the ticks and form everything from them. I can't do it in MT because I have to reconstruct ticks from bars and model them linearly, non-linearly, it doesn't matter.

The basis is not a daley (bar), but ticks. Everything builds correctly dealing with ticks. Look at the post

 
Prival >>: The basis is not a daley(bar), but a tick.

Of course I agree, Sergey (I just pointed out the incorrectness of the Codabase indicator algorithm). In MT I have the minimum available discreteness of history - minutes. They are quite enough to build more or less correct Renko. OK, I'll look at the mail, thanks.

 
Prival писал(а) >>

1 Wrong, work is already underway to introduce a tumbler in MT. http://www.procapital.ru/showthread.php?t=13075&page=8

2. Reliability is first and foremost where the money is stored. Bank and DC have completely different degrees of reliability.

3 I am not arguing, I just tried to give examples of more successful solutions for other platforms. And I would really like the banks and exchanges to start using MT. I think there will be problems, because serious financial institutions will not use software with closed (and unknown to them) code to manage their funds.

1. 1. Some ambitious companies can run (and drive) anything.

But the question of how to fill the cup remains open for them... ;)))))

(we are talking about forex and I`m guessing most CFD`s)

2. Of course they are different... it's just that in the context it was a question of banks,

and I was just mentioning the fact that the banks also use MTs. Therefore the flow of funds is different.

If there are doubts: we use a bank, there are no doubts or there is a risk, then dealing ... everything is simple ...

3. Serious and not so serious financial institutions are more likely to read their internal rules,

The serious and not so serious financial institutions are more likely to read their internal rules, which are not even written on everything, so let's just take it as an axiom: not allowed, but also not forbidden - in the garden!

We stand aside, and then we'll see...

Or the requirement to use only domestically produced software, for example.

Ports! And not all may be used... I read about it once...

*

Well, and such factors as habit and "work for software".

Fin.institution: it works and ok...

Softwares have no desire to slip away from the maintenance trough either. Forever.

;) As long as the bank is standing and the software is working there the Hitrine developer is happy and full...

 
MT5 has had tumblers for a while now, just wait a bit.
Reason: