MT5 tester available!!!! - page 4

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Dezil >>:


Вот и я о том, нужно изначально писать советник под торговлю на нескольких парах. Это оправдано когда идея советника именно в связи торгуемых пар, а если просто нужно оценить работу советника на нескольких парах однвременно, где нет никакой смысловой связи в алгоритме?

So run it for testing one at a time on different pairs.

 
Imagine you have one monocurrency Expert Advisor. But you want to find optimal settings of this Expert Advisor for several trading instruments at once. Now you can do it in the same way as on MT4: optimize on one trading instrument, then manually on the other one, etc. If it were possible to set the sequence of symbols for consecutive optimization in the tester itself (without changes in the Expert Advisor's code), then the above task would be solved automatically, without manual intervention.
This mode is especially useful when we need to carry out some analysis of quotes (without trading). And to see the results of such an analysis for several symbols of interest. Currently, this is done either manually, or through the auto-click script, or directly through the analysis of HST-files.
 
Multicurrency EAs sometimes require manual selection of currency pairs to trade. For example, arbitrage Expert Advisor in CodeBase uses all currency pairs from MarketWatch. To exclude some pair from its logic, it should be removed from MarketWatch. This can be done in the demo/real account, but not in the current tester.
For example, I want EURDKK not to participate in the tester. The Expert Advisor will check if this pair is available for trading or not. The Tester will now always answer that this pair is available and the EA will pick it up for analysis and trading. And we would like the tester to sometimes answer that this pair is not available to trade, and the EA will not analyse it.
Also, the arbitrage EA has not been converted to MQL5, but we can say for sure that such an EA would be a grail on an MT5 tester, even if stress testing options with slippage and requotes are added.
To the developers: Do you plan to simulate multicurrency ticks to exclude arbitrage?
 
If a monocurrency Expert Advisor is tested, for example, on EURJPY, and the account currency is USD, will the tester still simulate USDJPY in order to convert JPY profit to USD? And if the account currency is JPY, then only one currency pair (EURJPY) will be simulated?
The same question applies if the commission is calculated based on the turnover. Often the commission is calculated e.g. $10 per 1 mio USD of turnover. If I open a position with 1 mio EURJPY, how will the commission be calculated (turnover in USD)? Based on the EURUSD simulation?
 
getch >>:
К разработчикам: Планируете ли вы моделировать мультивалютные тики так, чтобы исключить арбитраж?

Dealing centres will pay well for such a ticogenerator... built into the MT server module. :)

 
MetaDriver >>:

Дилинговые центры хорошо заплатят за такой тикогенератор... встроенный в серверный модуль МТ. :)

Writing it is no more difficult than writing an arbitration advisor...

 
getch >>:

Его написание не сложнее написания арбитражного советника...

"I don't believe it!" (c) Konstantin Sergeyevich

It's more complicated than that. Here minute bars on entry, it will be necessary to "route" ticks from Open to Close, thus achieving High and Low along the way, the play, at that precisely keeping to a pre-set number of ticks (Volume)... and at no point in time... so - "I don't believe it!" :))

// I do not claim that the task is unsolvable. It is solvable. It will only consume resources during optimization. Although... generation of ticks occurs only at the beginning of optimization and then follows the multiple runs on ready data... Maybe it's OK.

 
getch >>:

К разработчикам: Планируете ли вы моделировать мультивалютные тики так, чтобы исключить арбитраж?

What is the point? Are you suggesting that we model tics in the same way that DCs do? It is unlikely to be possible and there is no point in doing so

 
MetaDriver >>:

The complexity estimate was given for the server side of the DC, not for the simulation in the tester.

 
vasya_vasya >>:

а какой смысл? вы предлагаете моделировать тики так же как это делают ДЦ что ли? это навряд ли возможно и смысла не видно в этом


The point is,

  1. not to fall into unnecessary illusions,
  2. look for and find realistic multi-currency strategies - otherwise they will drown in the "noise of the absurd".
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