again on the tester

 

Due to the fact that the tester does not use the real tick history for the instrument, but models it on the basis of minute bars (fractal interpolation?), the following question has arisen:

is testing on M5 in "by control points" mode and in "by ticks" mode essentially identical or what?


hhy: logic is - if the mode "by reference points" uses the nearest timeframe, but the nearest timeframe for M5 is M1, then... should be identical... it turns out...

 
Man, so much has been written on this subject... I still don't get it...
What are ticks in the tester? Where do they come from? Who models them and how? What is fractal interpolation of ticks and how is it done?
 
Read the articles in the Tester section.
 
I've read it more than once... still doesn't get it... I don't know if I'm that stupid... but from what I understand, testing on M5 in "checkpoints" mode and in "ticks" mode should be identical...
 

Here is for example an extract from the article:


"...Before testing starts, intermediate price ticks are generated and the results are written to a file (example: /tester/history/eurusd_1440_1.fxt). Each time you press the "Start" button, the tester generates a file with a test sequence of ticks...".


The question is how do you generate ticks? Who generates them and by what scheme?


There is a vague phrase: "bar development is generated on the basis of predefined wave patterns". Are these patterns different in "by reference point" and "by tick" modes?


 
Vinsent_Vega >> :
I've read it more than once... I still don't get it. I don't know if I'm stupid... but from what I understood, it turns out that testing on M5 in the "checkpoints" mode and in the "ticks" mode should be identical...

You've got it wrong. Apparently, you've only read one article - you have to read all of them.

And don't forget about the visualisation mode of testing - check your guesses with a visual view of the development of the bars.

 
Renat >> :

You've got it wrong. Apparently, you've only read one article - you need all of them.

And don't forget about the visualisation mode of testing - check your guesses with a visual view of the development of the bars.

I didn't even think about visualisation... But still: what are these "predefined wave patterns"? I've read almost all the articles, but I still don't understand how these patterns are used to generate tics...


or rather not quite understood... it seems that there are only 4 reference points from real prices on M1... and interpolation is applied to these points... I am not a mathematician and it's hard for me to imagine exactly how it happens...


and another thing: how does this take into account the actual tick volume?

 
Why doesn't everyone say something? As if I'm the only one who needs it...

I have repeatedly read statements on the forum saying that people do not understand what they are dealing with... some people even think that when they are modelling (testing) they are dealing with real broker ticks...
 
Vinsent_Vega >> :
..why doesn't everyone say something? As if I'm the only one who needs it...

I think everyone is used to the fact that ticks in the tester cannot be trusted. And most of them do EAs by bar opening.

 
granit77 >> :

Somehow everyone has got used to the fact that ticks in the tester cannot be trusted. And most of them do EAs by bar opening.

Being in the society of technicians, play by the rules of technicians. Be kind enough to prove your "ticks can't be trusted" claim publicly with detailed facts (screenshots and exact tables of real and simulated prices that will show the discrepancy). Make it simple and technical by publishing a table of bid-ask prices in an hour of collected real ticks and simulated by a tester based on minutes. With all descriptions so that any user can replicate your experiment.


I'm sure you'll be quick to retract your words when you try to find proof.

 
Renat >> :

Being in a society of technicians, play by the rules of technicians. Be kind and prove your assertion "ticks cannot be trusted" publicly with detailed facts (screenshots and exact tables of real and simulated prices that will show the discrepancy). Make it simple and technical by publishing a table of bid-ask prices in an hour of collected real ticks and simulated by a tester based on minutes. With all descriptions so that any user can replicate your experiment.


I'm sure you will be quick to retract your words when you try to find proof.

I'll be sure to check the simulated ticks against the real ticks sometime... But it's already clear that they won't match... so what's the criterion for consistency?


I don't really want to trust a system that gives a positive result on simulated ticks, money so easily earned...

i myself see the only way out of this is a demo test... but that's time, time again...

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