MT5 tester available!!!! - page 6
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тиковой истории нет в ДЦ и быть не может, и ДЦ предоставлять свои тиковые котировки не способен.
Why is that? What's the primal technical problem?
Отчего же? В чём приципиальные технические проблемы?
I don't know what the technical problems are, but I do know that DTs are usually not interested in accurate quotes, just like the creators of MT. And everybody can do anything with quotes.
And in general I do not understand the meaning of kitchen arbitrage. I firmly believe that long-term multicurrency strategies should be resistant to distorted tick data. Why long-term - because it is CA. Why DCs - because they are about currencies, not equities.
In the tester, simulating multi-currency ticks without arbitrage is sometimes simply impossible if the currency history is out of sync, contains holes or incorrect data.
The idea of testing an arbitrage strategy on simulated ticks is something :)Since mt does not store the tick history in full - what claims can there be to the test results? Use a tester for strategies based on available data. If you want to test on ticks - you can do it on a demo account, or use a dedicated software.
p.s. I found a history file with no holes in it yesterday.
DATE,TIME,VOLUME,OPEN,HIGH,LOW,CLOSE
3/2/2009,0:0:1,0,22.88,22.88,22.88,22.88
3/2/2009,0:1:1,0,22.88,22.88,22.88,22.88
3/2/2009,0:2:1,0,22.88,22.88,22.88,22.88
3/2/2009,0:3:1,0,22.88,22.88,22.88,22.88
3/2/2009,0:4:1,0,22.88,22.88,22.88,22.88
3/2/2009,0:5:1,0,22.88,22.88,22.88,22.88
3/2/2009,0:6:1,0,22.88,22.88,22.88,22.88
3/2/2009,0:7:1,0,22.88,22.88,22.88,22.88
3/2/2009,0:8:1,0,22.88,22.88,22.88,22.88
3/2/2009,0:9:1,0,22.88,22.88,22.88,22.88
3/2/2009,0:10:1,0,22.88,22.88,22.88,22.88
3/2/2009,0:11:1,0,22.88,22.88,22.88,22.88
3/2/2009,0:12:1,0,22.88,22.88,22.88,22.88
.....
Just in case someone needs to calculate stochastic on such data? :)
p.p.s And what will happen when people get to the strategies using the order book? How much will this data weigh? How much they can be bought for now? Etc.
Идея тестирования арбитражной стратегии на смоделированных тиках - это нечто :)At the moment, it is not a problem to write the simplest arbitrage advisor or a universal arbitrage advisor. And so it's just a matter of trust and reputation for the results of the new tester. And even stress-mode testing will only reduce profits.
I think any developer is not happy when their brainchild is not used at its best, discrediting it.
The decisions are up to the developers anyway. The topic is simply voiced.
And so it is only a question of trust and reputation for the results of the new tester.
I didn't say writing is a problem (that's understandable). I said only about testing.There is no need to use simulated ticks to test strategies of this type (I think you agree). There is no tick history - we obtain that the tool is not adapted to the task being solved. Using it in the wrong way may not be the reason for its discrediting.
By the way, what ideas do you have about my questions about the order book?
В чем технические проблемы не знаю, знаю лишь, что ДЦ как правило не заинтересованы в точных котировках, как и создатели МТ. А с котировками творить могут все.
И вообще не понимаю смысла кухонного арбитража. Глубоко убежден, что долгосрочные мультивалютные стратегии должны быть устойчивы к искаженным тиковым данным. Почему долгосрочные - потому что это ДЦ. Почему ДЦ - потому что речь о валютах, а не об акциях.
Disk space is getting cheaper... Internet too... Honesty is getting more expensive.
What are we betting on?
В чем технические проблемы не знаю, знаю лишь, что ДЦ как правило не заинтересованы в точных котировках, как и создатели МТ. А с котировками творить могут все.
Are you sure? I think the MetaQuotes are interested in what's profitable.
Place your bets.
Дисковое пространство дешевеет... интернет тоже... Честность дорожает.
На что будем ставить?
Unemployment is falling, the ruble is getting stronger, oil is getting more expensive...
What does this have to do with kitchens?
При чем тут кухни?
Exactly. This is supposed to be a thread about MT services.
Кстати, какие у вас будут соображения по моим вопросам насчет стакана заявок?
I use the cup data in real trading. But I don't see the point in using it in the tester. Historical data (take many times more) of the cup is available (and there is a possibility to collect it), everyone can analyse it.