From theory to practice - page 429

 
Alexander_K2:

I'm too lazy to write, Eugene. I'm thinking about the Grail. In a month, if there's a result on the real one. I promise.

Do not bullshit, he is going to wait a month, order a bot and check in MT5 on the history of real ticks, at least for one year.

You have to wait a month, and then it turns out that something else is unfinished.

Are you immortal?

history of real ticks in the tester
 
Renat Akhtyamov:


Will there be any profit at all from this unfathomable discussion?

Well, on minutes, I don't know.

And I, as you remember, in exponential time on ticks. Well, I don't have such archives, only this week I collected them for the necessary quotes flow. I've made 8 deals on 4 pairs during the week, all of them are "+". In the morning EURUSD and EURJPY trends are successfully managed by the "trend/float" parameter.

But, everyone needs a real - so, we'll see in a month.

 
Nikolay Demko:

You don't need to wait a month, order a bot and check the history of real ticks in MT5, at least for a year.

You have to wait a month, and then it turns out that something else is incomplete and you waste your time again.

Are you immortal?

Nikolai, I'm sitting in an exponent!!! Well, there are no such archives! The only thing is that there are second timeframes on ducas. I'll try to convert them to the right stream this weekend.

 
Alexander_K2:

Well, on minutes, I don't know.

And I, as you remember, in exponential time on ticks. Well, I don't have such archives, only this week I collected them for the necessary quotes flow. I've made 8 deals on 4 pairs during the week, all of them are "+". In the morning EURUSD and EURJPY trends are successfully managed by the "trend/float" parameter.

But, everyone needs a real - so, we'll see in a month.

I hope Eugene will run the tests over the weekend

 
Alexander_K2:

Nikolai, I'm sitting in an exponential!!! Well, there are no such archives! The only thing is that there are seconds timeframes on ducas. I'll try to convert them to the right stream at the weekend.

Can't you skip unnecessary ticks in EA, ignore them?

the same thing will happen

 
Alexander_K2:

Nikolai, I'm sitting in an exponential!!! Well, there are no such archives! The only thing is that there are seconds timeframes on ducas. I'll try to convert them to the right stream at the weekend.

What does exponenta have to do with it, there's raw data with microsecond timings, you can cut it into whatever you want yourself.

You can cut the exponent ones or the Erlang ones in a bagel or in a roll.

When you test at least MQ data, then you can spend a month for the final testing in real time at your broker.

 


For this week 25.06.2018 - 29.06.2018


usdchf = - 25.89 / + 5.75
usdcad = 0 / + 45.96
gbpusd = 0 / + 19.06
eurusd = -15.96 / + 20.04
eurgbp = -17.51 / + 26.26
audusd = 0 / + 3.80

Total = -59.36 / 120.87

Profit for the week = 61.51

Attached reports from the tester on these pairs.


The test was done on open prices , in the advisor the calculations are on Open


How do I enter the trade: Exit increments outside the channel boundaries, filter within +-0.000002. Close the trade when the Open is above or below or equal to (depending on the type of the open order) the muwings with periods 240 type of smoothing EMA.

Files:
 

For a slightly longer interval on the eurusd

The test was stopped due to the balance line not being pretty.

 

Either my calculation is wrong, although Alexander seemed to have looked at it.

2. or wrong algorithm for order closing (Alexander was too lazy to explain, so I did as I did).

3. Maybe this strategy only works on ticks and a certain reading interval.


In a month Alexander will tell us how it was on ticks.


p.s. Perhaps this 240 period in the formula 3*(SUM(ABS(return))/sqrt(240)) should be calculated dynamically.

 
Evgeniy Chumakov:

For a slightly longer interval on the eurusd

The test was stopped due to the balance line not being pretty.

Take a look at the last trade, what's wrong with it?
Reason: