MT4 tester does not give information from other timeframes - page 11

 
Rosh писал(а) >>

The visual display of the test was made later, and it was only intended to display the testing process itself (inputs and outputs). The ability to overlay indicators on the visual test window was a useful side benefit. There were no plans to provide full support for everything in the tester during the modeling of the trading system behavior on the history.


It's understandable. Initially "under-designed", but then when a "feature" was discovered, you could have thought it through, couldn't you?

You can look at the indicators applied to the visual testing chart, these indicators will be calculated based on the price data of the chart, and this data is 100% correct for the tester. Data from other timeframes and other symbols is not provided by the tester through a visual testing chart, and if you do not understand this subtlety, you had better not use visual testing, overlaying all sorts of indicators.


Here I underlined the key phrase. It immediately says two things: 1) what you have in the tester is unfinished from the point of view of the user - your client, 2) shows the attitude of your company to the wishes of users: type - we do not have time to deal with it, we'd better say that they should not want it, and who wants - let them do it themselves.

All claims that the tester should provide something extra in visual testing apart from correct testing itself are populist. If you are so good at it, you can either arrange the correct display of any additional information on the visual testing chart by yourself (it is all possible) or create your own software with all the necessary functionality.


Well, this is just the second point in plain text.
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I am not writing all this for confrontation. I personally really like MT4, the rich language of MQL4 and the possibility to call external DLL - just great! However, we both know that one of the reasons (and probably the most important one) for the emergence of MT5 and MQL5 with its OOP-opportunities was the competition of .Net scripts with its power, libraries and features. You just need to move on and offer the end users something new, not get bogged down in the old, stale "swamp" (so it seems to you). As a result, you are sacrificing something that your competitors are catching up with. All of these "disadvantages" will continue to accumulate until a "breakthrough" occurs. At which point you will be in the role of catching up. But when that happens, I am not so sure that you will be able to regain the lead. After all, your last sentence suggests that your company has simply relaxed in the absence of significant competitors and that your managers simply don't know the basic law of customer relations: "The customer is always right". And in the face of fierce competition (and it's not far off), your company will need to change its attitude quickly. But MQ is not yet ready for this.

 
api >>:


Вот я подчеркнул ключевую фразу. Она сразу говорит о двух вещах: 1) что у Вас в тестере недоделано с точки зрения пользователя - вашего клиента, 2) показывает отношение Вашей компании к пожеланиям пользователей: типа - нам этим заниматься некогда, лучше скажем, что они не должны этого хотеть, а кто хочет - пусть делают сами.

You've got it all mixed up. The MT4 tester is fully correct in its direct purpose - to simulate trading on historical data and obtain the corresponding results of the run. What does this have to do with the visual testing window, which is only a window for displaying inputs, outputs and in passing allows you to attach indicators to it?

 
api >>:


Это понятно. Изначально "недофантазировали", но потом, когда обнаружилась "фича", можно же было продумать?

The existing architecture in MetaTrader 4 does not allow to painlessly implement all such nuances. The visual testing chart lives separately from the tester environment, it only receives simulated price data of the native timeframe during testing.

 


A special request!

Update of historical data does not work - reports no data to load

1) EURUSD1.hst - DTs with this type of file name are fine.

2) EURUSDm1.hst - if a history file is formed differently from the first variant, it cannot be updated.
But I can update data using the mouse and dragging history backwards. But it is very slow. Please make normal data download working for all brokerage companies.

*****************************************************************************************


Then please make volume data public.
It's no secret that they vary greatly in different time periods. Can you specify these date ranges, maybe you know them.

Then it would be easy to fit the volumes to a single standard. You must agree that if different principles were used to calculate volumes, they cannot be used uniformly.
Thank you!

 
TVA_11 >>:




Тогда будет просто, подогнать объемы под один стандарт. Согласитесь, если были использованы разные принципы расчетов объемов, то однородно их использовать нельзя.
Спасибо!

TICK data is not volumes

at 5 digits, tick volumes will differ with a 4 digit dilution

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besides, each dealing house has its own filters, which means that not all ticks will come in - or vice versa more ticks will come in than in another dealing house

receiving a big noise from a provider - each dealing is forced to filter a part of ticks - because dealing gives a spread in some cases up to 1 pip

hence the conclusion some of the ticks won't come to you

--

you want all dillinges to give a tick ONE! ? it won't happen

it is possible when trading on the micex for example, there are real volumes there as well, not tick volumes

there's a tick there, you have to support it.

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tick volume is a surrogate ... useless information ...

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what use do you want from the tick volume?

 
Rosh писал(а) >>

You've got it all mixed up. The MT4 tester is fully correct in its direct purpose - to simulate trading on historical data and obtain the corresponding results of the run. What does this have to do with the visual testing window, which is only a window for displaying entries, exits and allows you to attach indicators to it?


I will only reply to this message. The second one is clear.
Apparently I didn't quite get it right. The phrase should have sounded like this:
.
. It tells you two things at once: 1) what exactly in your tester is defective from the user's point of view - your client,
.

I often work with different clients and know that sometimes, the client sees with "different" eyes. You offer them your standard program, and they suddenly give you a request/order/request for adding a simple functionality from their point of view. The developers made such a mess that this "functionality" does not want to fit into the old concept! And then you have to choose what you want to sacrifice.
 
YuraZ писал(а) >>

TICK data is not volumes

at 5 digits, tick volumes will differ with a 4 digit dilution

--

besides, each dealing company has its own filters, which means that not all ticks will come in - or vice versa more ticks will come in than in another dealing company

each dealing company must filter some part of ticks - because dealing gives spread in some cases up to 1 pip

hence the conclusion some of the ticks won't come to you

--

you want all dillinges to give a tick in the same way! ? it won't happen

it is possible when trading on the micex for example, there are real volumes there as well, not tick volumes

there's a tick there, you have to support it.

---

tick volume is a surrogate ... useless information ...

---

What good do you want from tick volume?




I don't know yet. But it is possible that something can be extracted.

There are different data on ticks in one brokerage house. And I guess there are spikes in large volumes, say for a fortnight with other DCs.
And then again as usual. I have a test one from InterBankFX for example. There are absolutely real spikes but it is not clear how to explain them.

And I suppose that the principles of ticks calculation have changed in all brokerage companies. Because of MT4. And these time periods may be known to the developers.
 
The strategy tester now supports indicator testing. Maybe something has changed in this matter and now it is easier to modify MetaTrader to support multitemporal indicators that pounce on the chart in visual testing mode?
Reason: