MetaTrader does not reflect reality ! How can I fight this ? - page 17

 
vvavva писал(а) >>

so far no problems with the new build!

Judging by the way the terminal started to connect often, there is hope that the boot will live longer, maybe even forever!

but even on weekends it still connects (3-7 times per minute! and every minute!)!

It seems that he does not get what he needs from the server and continues to bombard it!

Forgot to say thank you. We will investigate the problem further. It's clear which way to dig.

 
stringo писал(а) >>

I forgot to say thank you. We will investigate the problem further. It's clear which way to dig.

>> and thank you!

 

Truth be told, ticks or no ticks, it's realistic to lose 250 pips in a minute on the news, even if you work with ticks. The broker just won't process the request and that's it. That's why I'm working on a neural network that processes news.

 
stringo >> :

Thanks to our joint efforts we were able to localise the problem.

Please download the new MetaTrader 4 build 222 client terminal from March 17 and try to reproduce the problem.

Thank you all very much.

Now how to configure 222 on your brokerage company ?

Tried specifying my broker's server in the settings - nothing worked...

 
sol >> :

Truth be told, ticks or no ticks, it's realistic to lose 250 pips in a minute on the news, even if you work with ticks. The broker just won't process the request and that's it. That's why I'm working on a neural network that handles news.

but what a fool is working on red news)

there's probably not many fundamentalists on this forum

 
LeoV писал(а) >>

OK. Then, if you are using the concept of "loss per trade", how do you calculate the lot size to open a position based on that?

There are different ways to calculate it, and it's not about the size of the lot. It's about the size of the profit, it is counted in pips. This is the reason we ask (do) for 0.1 lot at testing so that it would be possible to evaluate the TS loss in pips and profit in pips.

MM can always be changed if the system is profitable.

But here's a system that will give me 1000 pips loss, it needs to perform 25 consecutive losing trades (1000/40 = 25), I'm not considering. I think you should send them to the furnace as well.

 
Prival писал(а) >>

You can calculate in different ways and it's not about that, it's not about the size of the lot. It is the size of the profit, it is counted in pips. That is why they ask (do) for 0.1 lot at testing to be able to evaluate the TS loss in pips and profit in pips.

MM can always be changed if the system is profitable.

But here's a system that will give me 1000 pips loss, it needs to perform 25 consecutive losing trades (1000/40 = 25), I'm not considering. I think they are sent to the furnace as well.

Privat, please evaluate the TS. Optimization before 01.09.2008. From 01.09.2008 OOS+real. Testing 0.1 lot.

Symbol EURUSD (Euro vs US Dollar)
Period 1 Hour (H1) 2008.09.01 00:00 - 2009.03.20 21:59 (2008.09.01 - 2009.03.23)
Model Open prices (only for Expert Advisors with explicit bar opening control)
Parameters -----
Bars in history 4370 Modelled ticks 7737 Simulation quality n/a
Chart mismatch errors 0
Initial deposit 10000.00
Net profit 5742.40 Total profit 11292.27 Total loss -5549.87
Profitability 2.03 Expected payoff 33.78
Absolute drawdown 80.54 Maximum drawdown 678.77 (4.18%) Relative drawdown 4.18% (678.77)
Total trades 170 Short positions (% win) 85 (54.12%) Long positions (% win) 85 (50.59%)
Profitable trades (% of all) 89 (52.35%) Loss trades (% of all) 81 (47.65%)
Largest profitable trade 841.82 losing transaction -315.80
Average profitable deal 126.88 losing trade -68.52
Maximum number continuous wins (profit) 5 (442.61) Continuous losses (loss) 4 (-225.61)
Maximum Continuous Profit (number of wins) 841.82 (1) Continuous loss (number of losses) -315.80 (1)
Average continuous winnings 2 Continuous loss 2

 
Prival писал(а) >> ( 18.03.2009 18:56 )

...no trading platform gives as much power over the trader as MT. Here's for me a terrible link http://www.forexfactory.com/showthread.php?t=70582 and that can be used and used by kitchens...

i once read about forex-fraud in kitchens on masterforex and was very perplexed. now i've seen this link and i'm really excited. i'm writing a strategy here, i'm digging... The brokers have to be careful when you try to open the brokers' accounts.

 
LeoV писал(а) >>

Privat, please evaluate the TC. Optimisation until 01.09.2008. From 01.09.2008 OOS+real. Testing 0.1 lot.

It's nice. But 1 more digit is needed. maximal drawdown at current equity (i.e. this is how it is called). So you need to know how many pips price went against you. The simulation mode is all ticks. If you cut your losses at the 40 pips level you can bet on a demo or real.

I also try to get statistics for at least 300 trades - conclusions will be more reliable.

 
Yes, there aren't many trades. However, with so many trades, the profit factor is encouraging enough to build on the volatility of the system's results.
Reason: