MT5 tester available!!!! - page 7

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lea >>:


Идея тестирования арбитражной стратегии на смоделированных тиках - это нечто :)

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
......
3/2/2009,0:11:1,0,22.88,22.88,22.88,22.88
3/2/2009,0:12:1,0,22.88,22.88,22.88,22.88
.....

Вдруг кому-то понадобится посчитать стохастик на таких данных? :)

It's funny. :) I just need ticks to calculate tick indicators, not for debugging arbitrage strategies.

As for "arbitrage-free quotes" - it's a question of data realism (at least the model).

p.s. I found a history file yesterday without any holes.

But here's interesting. And where? Does everyone get one?
 
HIDDEN >>:
И еще вопрос, во время оптимизации терминал или тестер все время что-то качает. Уже 10 метров скачал, а чего непонятно, архив с котирами должен же был обновится до момента запуска тестера, да и котиры сейчас не поступают, чего же он качает то?

He's pumping.

I'm gonna need 10 more yards.

depending on how many pairs you put up.

--

analyzing the data, I see that agents are also pumping history

 
Testing the multi-currency trading strategy

TAKE FLEET




Working on a group of pairs
the explorer was written
for closed tester testing

Strategy Tester report
BFMT5_V2
MetaQuotes-Demo (Build 268)

Settings:
Symbol: EURUSD (Euro vs US Dollar)
Period: M5 (2010.01.01 - 2010.12.17)
Inputs:
Initial Deposit: 100 000.00 USD
Results:
Bars: 22721 Ticks: 3427438
Gross Profit: 263 635.75 Gross Loss: 87 990.13 Total Net Profit: 175 645.62
Profit Factor: 3.00 Expected Payoff: 401.94
Recovery Factor: 2.48 Sharpe Ratio: 68.99
Balance Drawdown:
Absolute: 0.00 Maximal: 18 605.81(6.32%) Relative: 6.32% (18 605.81)
Equity Drawdown:
Absolute: 18 185.58 Maximal: 70 953.78(23.24%) Relative: 25.93% (28 645.91)
Total Trades: 437 Short Positions (won %): 165 (64.24%) Long Positions (won %): 272 (71.69%)
Profit Trades (% of total): 301 (68.88%) Loss trades (% of total): 136 (31.12%)
Largest profit trade: 3 582.58 loss trade: -14 417.21
Average profit trade: 875.87 loss trade: -646.99
Maximum ($): 20 (17 238.94) consecutive losses ($): 7 (-2 649.20)
Maximal consecutive profit (count): 19 323.20 (14) consecutive loss (count): -17 632.79 (3)
Average consecutive wins: 4 consecutive losses: 2


VERY GOOD NEWS!
you can see the balance and equity at a glance!
 
YuraZ >>:

анализируя данные, вижу что агенты тоже качают историю

Agents download the history solely from the terminal (it works as a runner agent) and caches the history on its own.

When restarting the agent checks if the history is unchanged (checking hash sums over the network takes tens/hundreds of bytes) and works on the cached history. Everything is implemented very economically.

 
Renat >>:

Агенты качают историю исключительно с терминала (он работает как агент-раннер) и кешируют историю у себя.

При повторных запусках агент проверяет неизменность истории (проверка хеш-сумм по сети занимает десятки/сотни байт) и работает на закешированной истории. Все реализовано очень экономично.


I see, thank you!

--

i got it this way!

if i have ONLY agents on networked machines, will they pick up the history at the "daddy" terminal?


What will happen if I connect to the agent at a different moment of time from another machine, from another terminal with a different history?

 
YuraZ >>:

если на сетевых машинах у меня стоят ТОЛЬКО агенты, то историю они подтянут у ТЕРМИНАЛА "ПАПЫ" ?

Yes.

What happens if you connect to the agent, at another point in time, from another machine, from another terminal with a different history

A specific agent allows only one terminal to connect at a time. While it performs the task of one terminal, it is unavailable to other terminals.

The agent spreads the history caches in separate directories for each trade server (recognizes it by name). Thus it can keep many different histories from different servers and never mix them up.

 
Renat >>:
Агент раскладывает кеши истории

Where to get an installation of agents so that you can start building a network of testers in your office.

 
HIDDEN >>:

Где взять инсталляцию агентов, дабы в офисе у себя начать строить сеть тестеров.

copy only metatester.exe

it's enough

then on the machines :-) I notice in the office (especially where they are used as typewriters)

let's just add

--

then on the machine where we will do the TESTING

type in agents


name: Any name but different for each agent

address: xxx.xxx.xxx.xxx:2000

password: MetaTester

--

for example on a machine with 4 pots: the address is the same and the ports are different (but on the ones you put on the machine)


address: xxx.xxx.xxx.xxx:2000

address: xxx.xxx.xxx.xxx:2001

address: xxx.xxx.xxx.xxx:2002

address: xxx.xxx.xxx.xxx:2003


--

and so on for each machine in the office :-))))

 
Who has tested in MT5, please advise, is the testing process faster than in MT4 or not? Are there any problems with history holes and 1000 pips candlesticks?
 
vasya_vasya >>:
кто уже тестил в МТ5 отпищитесь, быстрее идет процесс тестирования чем в МТ4 или нет? Нет ли проблем с дырами в истории и свечами размером 1000 пунктов?

Considering that I tested 6 pairs at once - FASTER by leaps and bounds

see report above ...

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