What makes an unsteady graph unsteady or why oil is oil? - page 15

 
Urain >>:

1. А вы пологаете что тестер при оптимизации параметров сразу выдаёт банер [ ВНИМАНИЕ ПИПСОВКА ],

когда оптимизируеться 23 параметра то определить откуда родом прибыль можно только при детальном рассмотрении.

2. Вместо того чтоб поучать лучшеб разобрались в том что я писал, а то попугаев тут хватает а мыслящих людей единицы.


1. Well, this algorithm is yours or whose? You do not have to be very clever, because it is easy to recognize pips on M1 by short TP.

2. Who knows your algorithm? Your previous description of working on "gusts" does not look very serious.

 
Andrei01 >>:

1. Ну дык этот алгоритм Ваш или чей? Да и тут и мудрствовать много не надо ибо пипсовку на М1 легко распознать по коротким TP.

2. Ну дык хто ж Ваш алгоритм знает шоб шото помыслить? Ну а Ваше предыдущее описание работы по "порывам" выглядит извините не очень серьезно шоб даже экспериментировать с этим.

Short TPs are, I'm sorry, how much?

Again, the question is if the short TP is on H1, then it is not pipsing, is it?

 
Urain >>:

1. Короткие ТП это простите скока?, гаварите точна.

2. Опять же вопрос а если короткие ТП на H1 то это типа уже не пипсовка так ли чё ли?

1. If we take into account the fact that it also works on M1, then it should be within 5...10 pips, not more, because otherwise we will not be able to catch anything on the minutes.

2. Well, pipsing on minutes using H1 sounds too extreme ... Looks like a search for a black cat in a dark room :))

There is simply zero information there.

 
Andrei01 >>:

1. Если учитывать тот факт шо это работает и на М1 то в пределах 5..10 пунктов, не больше ибо иначе на минутках уже ничего не ухватить.

2. Ну дык пипсовать на минутках используя Н1 - это как-то экстремально звучит... смахивает на поиск черного кота в черной комнате :))

Информации там нуль просто.

You are drawing false conclusions,

If you consider the fact that it also works on M1

The ticks are generated equally on all TFs, but the higher the TF, the more periods it includes,

If you have a history of M1, then MN is also built with M1, if not, then with M5. If not, then M15, etc.

Hence, the moral of the advisor working from bid and ask will work the same on any TF.

TimeFrame is the system of storing price history and nothing more.

By the way, in MT-5 all TFs are built on the fly from M1.

Well, pipsing on 1 minute using H1 sounds too extreme...

But here you are making conclusions without knowing what I'm talking about. I never said that I was pipsing (this is C-4 added selves)

You picked up this rubbish and decided to show your erudition in matters of rhetoric.

I'm just saying that the tester ticks have a simple function, and the real ticks have a complex one, and I'm justifying why I think so.

 
Urain >>:

Ложные выводы делаете,

Тики генерятся одинаково на всех ТФ, просто чем выше ТФ тем блольше периодов он в себя включает,


So you are saying that the quality of tick modelling on M1 and M5 is the same?
 

In "All ticks" mode, the simulation is based on all smaller timeframes.

It takes five seconds to check. Compare the result of running any EA on M5 and H4.

 
Urain >>:

Я лишь сказал что у тестерных тиков простая функция а у реальных сложная, и привёл обоснование с чего я это взял.

Real ticks, you say, have a function too?

Only a complicated one...

Curious. ;)

 
FreeLance >>:

У реальных тиков, говорите, тоже есть функция?

Только сложная...

Любопытно. ;)


Yes, she does, she can't not eat :o)

Put yourself in the market maker's shoes,

In order to move the quotes you have to have a plan of how to move them depending on the bids you make,

and if so, this plan will be a function of the movement in the market.

I do not believe that the market maker has the very first information, that he cannot use it to make sure of getting a couple of pips,

and you can't chase these pips without a plan.

It's easier to buy a pending order and then move the market to it - that's a guaranteed profit and no risk.

I think that's what creates the noise, although it's all IMHO.

 

The order of execution is strictly regulated, execution is equal for market participants, except for the market maker himself, his orders are executed last. So this is some kind of incorrect imho.

The function is certainly there, but it is controlled by the technical system vendors, their programmers. They have a small ability to manipulate execution.

 
gip >>:
Порядок исполнения заявок строго регламентируется, исполнение равноправно для участников рынка, за исключением самого маркетмейкера, его заявки исполняются в последнюю очередь. Так что это какое-то неверное имхо.

Do you think that it is not the closest bids that are executed, but the time of submission?

It turns out that if my order is the furthest away from all others, but all submitted after me, the market maker is obliged to implement my order,

What if there is no opposing request and no one wants to trade at the end of the market, but in the middle?

my request will freeze and the algorithm will catch a wedge (this I say as a programmer).

It is impossible to regulate everything, and there will be a loophole in any regulation.

Reason: