how to identify price reversal points - page 10

 
DhP:

Have you ever had to explain something to a child that is beyond children's comprehension?

You have to admit, it is not an easy task.

The child doesn't perceive it or perceives it in his or her own way and more and more questions are born in his or her head, which can stump even an adult.

..................

Don't be lazy, read the old threads.

Any invention of any bicycle must be based on knowledge already known to mankind.

And please moderate your self-love - it looks unhealthy from the outside.



Read what you have written. Does it answer my question? - No. "Read old threads" is nothing at all.

You're equating me with a child and yourself with a wise man... So explain to me, a child, the answer to a simple question - why are the results of modelling historical ticks unsuitable for TC construction?

It's not a difficult question. And if you think that my childish perception cannot comprehend your worldly wisdom, then why did you enter the dialogue at all? You don't have a lot of kids in the street asking you silly questions.

Posts like this don't help you get to the bottom of things. They only lead you away and confuse you into unnecessary disputes. I already regretted opening this forum thread. Help received - zero, but the advisers ready to denounce my gaps in knowledge, gathered oh so much.

 
andreybs:

why are the results of historical tick simulations unsuitable for constructing the TS?


This topic has already been discussed many times on the forum, which is why I am asking you to take the time to look into it.
 
DhP:

This topic has already been discussed many times on the forum, which is why I'm asking you to take the time to look into it.

I see a lot of posts on the forum about testing strategies. A lot of errors occur due to incorrect programming of indicators and Expert Advisors https://www.mql5.com/ru/articles/1490

I see topics describing optimization errors https://www.mql5.com/ru/articles/1434

And here you can find the formula according to which the accuracy of modeling of higher TFs is very high.

And here is a description of the technology for self-checking simulation results. I use something similar, i.e. I download indicator and TS readings for each tick, as well as quotes history to text files which I upload to MS SQL Server database where I have an additional strategy tester written in T-SQL which runs order opening/closing according to the strategy and calculates statistics for order execution efficiency with different TS parameters. It is checked over a 10 year period with one run lasting 1 minute. Thanks to this it is easy to find "holes" in the statistics, find out their cause and eliminate them.

This is the result of statistical processing of all data in the database. I do not see any reason not to trust this information. There is always 2+2=4. If the strategy tester was faster, I would use it.

And another thing, I compared the results of testing in the database and the behavior of the TS in real life - they are absolutely identical. The test on the demo account was conducted from February to May of this year. I do not know what kind of problems they are talking about when they say that the simulation of historical data cannot be relied upon.

It would be great if you didn't send me to the forum, but just provided a link to a thread discussing problems of history testing unknown to me.

 
andreybs:
And if you really know some "secret" unknown to me, "the child", but known to all other "adults" (including you), I would be very grateful if you could refer me to one of the forum threads that would dispel my naive expectations of MetaTrader.

Please don't take any of the things you have said here so sharply and painfully.

No one is trying to belittle you or your research.

Many of the secrets known to local forum users are quite difficult to convey to another person, and your thread has once again demonstrated this.

This is not a place for professional trainers, and everyone is trying to tell you as much as they can. Your task is to try to understand what you are told.

There will come a time when you, imbued with the problems, will see things through different eyes. And everything you have planned is bound to happen.

 

DhP, what do you think motivates forum participants to communicate here?

I, for example, am not particularly interested in chatting about cars with women, as they mostly know as much about cars as I do about ballet. I assume that equals communicate with more or less equals. And I doubt that a professional trader, who has made more than a million on forex, will be interested in the topic of price reversal points... Maybe he won't even visit this forum.

My point is that the people on this forum are not all that different. So should you be looking for gaps in someone else's experience? It may turn out that the person you're pointing your finger at is more experienced than you are. I just don't get this attitude - answering a question in the form of a counter-question, complicating simple things, inserting spatial references which are difficult to verify... It's all kind of wrong, don't you think?

I explain it this way - "he who thinks clearly, he who articulates clearly".

 
andreybs:

I just don't understand this behaviour - answering a question in the form of a counter-question, complicating simple things, inserting spatial references that are difficult to verify...

It's a common, inherently human way of communicating.

 
PapaYozh:

It's the usual, inherently human way of communicating.

Exactly. It'd be nice not to have to do that. Damn, how hard can it be...
 
andreybs:... So explain me, child, the answer to a simple question - why the results of the simulation of historical ticks are not suitable for the construction of the TS?
I'll tell you this: if your TS is designed for much more pipsqueaky objectives - you can safely use tester ticks (IMHO), otherwise see the attachment: this is a record of real ticks in online mode for the same period and after - what the tester generated for the same reporting period. Surprising is also the mismatch of "volumes"... (maybe the DC screwed up). In general, the difference is very large for pipsaries, as I personally have seen when testing one of tester's grails of the banned Slava. In the tester it is an absolute grail (and without any special adjustment), but in real life it is tropical showers...
Files:
 
PPC:
I'll tell you this: if your TS is designed for more pips- you can use tester ticks (IMHO), otherwise see enclosed: it is for one and the same period of real ticks record in online mode, and after that - what tester has generated for the same reporting period. Surprising is also the mismatch of "volumes"... (maybe the DC screwed up). In general, the difference is very large for pipsaries, as I personally have seen when testing one of tester's grails of the banned Slava. In the tester it is an absolute grail (and without any special adjustment), but in real life it is tropical showers...


I see. Thanks for the clarification.

Yes, I have encountered it. Although I wouldn't classify my TS as pips based (profit calculation is around 25-100 pips per order), but it suffered from such glitches too. Some time ago I found some ways to combat "quote makers".

An artificial delay in receiving quotes is built into the Expert Advisor. During this delay, the validation of the signal takes place (we stupidly run the values according to the distribution law). As a result, the Expert Advisor receives the correct quotes with a small delay (about a minute), but on H1 it is not essential. It helps to avoid "false bursts".

And the last bar of the indicator should be calculated using the last X bars in the 1-minute interval (X is a period of the current TF). It additionally decreases "shaking" of the indicator in the last bar.

Then there is also a struggle with gaps, when the Expert Advisor falls asleep until it leaves the gap for N hours... Blocking of trading on weekends... etc.

In general, probably many people use similar methods.

 
andreybs: I just don't understand this way of behaving - answering a question in the form of a counter-question
It's probably the people of Odessa...
Reason: