From theory to practice. Part 2 - page 100
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
I'm trying to make you understand that the symbol is not everything. Here, I took an arbitrary period of time, 7 sources out of the following 10
1. https://stooq.com/
2. https://ru.investing.com/currencies/eur-usd-historical-data
3. MT5 archive A-ri
4. https://www.fibogroup.eu/analytics/quotesArchive/
5. https://www.forexite.com/free_forex_quotes/
6. MT5 Ad-al archive
7. https://tickstory.com/download-tickstory/
8. http://ratedata.gaincapital.com/ (not anymore)
9. MT5 Swissquote archive
10. xe.com
and EURUSD close rates for 14 weeks of 2012. Some sources have weekend data, most do not. The data just differs. And not just by the magnitude of the move, but sometimes even by its direction. Without specifying the source of data, the results cannot be reproduced.
I won't check as there is nothing to check - you don't have any results. Just saying in case they appear - they must be reproducible. Otherwise they are not results.Price discrepancies may depend on time zone differences.
I know there are people in this thread who like zigzags ;)
Let's say there is a zigzag that has one parameter - the minimum price step in pips and there is a currency pair, for example EURUSD.
How can I choose the optimal step? I cut segments of the zigzag, some of them are noisy, so how can I find out whether this configuration of the zigzag with such a minimal step is good for the current symbol? What to analyze the obtained segments?
A zig-zag with a step that does not make sense is a meaningless construction. A zig-zag can only have an applied meaning if its vertices are some signals.
Pay attention, Eugene, within three hours from the moment of publication of the picture comparing data from different sources https://www.mql5.com/ru/forum/366487/page99#comment_22121064 two very respectable people here have already paid attention to it. And this is Saturday evening of May 1. It also gave rise to constructive ideas about time zones, for example. That's what I've been telling you - help, give full details describing the link to reality. There is plenty of reasoning on this forum. Give the full source where the data is taken - it generates interest.
Responding to both comments on the merits. Yes, when the data is taken is important. For example, according to https://invstng.net/admiral-markets/ Ad-al started in 2001. And their minute archive contains data from an earlier time. Download and look: the minutiae allegedly go back to 1993:
AUDCAD_M1_199304270100_202004032358.csv - Minutes are from 2007.05.01 OHLC diaries before that
AUDCHF_M1_199305140100_202004032358.csv - Minutes are from 2007.05.01 before that OHLC diaries
AUDJPY_M1_199305170100_202004032358.csv - Minutes are from 1999.01.07 before that OHLC diaries
AUDNZD_M1_199304050100_202004032358.csv - Minutes are from 2007.05.01 before that OHLC diaries
AUDUSD_M1_199304270100_202003310738.csv - minutes are from 1999.01.04 before that OHLC diaries
CADCHF_M1_199305190100_202004032358.csv - minutes are from 2007.05.10 before that OHLC daily logs
CADJPY_M1_200702121137_202004032358.csv - no daily logs since 2007.02.12 before that
CHFJPY_M1_199202190100_202004032358.csv - daily logs since 1999.01.07 OHLC - no days before that
EURAUD_M1_200406170101_202004032358.csv - these minutes are from 2004.06.17 and no days before that
EURCAD_M1_1_199908020100_202004032358.csv - these minutes are from 2007.05.10 until this days OHLC
EURCHF_M1_199304280100_202004032358.csv - these minutes are from 1999.01.04 until this days OHLC
EURGBP_M1_199305030100_202003310738.csv - minutes are from 1999.01.04 to this OHLC diaries
EURJPY_M1_199304270100_202004032358.csv - minutes are from 1999.01.04 to this OHLC diaries
EURNZD_M1_199901050100_202004032358.csv - minutes are from 2007.05.14 before that OHLC daily data
EURUSD_M1_197101040100_202003302348.csv - minutes are from 1999.01.04 before that OHLC daily data 1971
Download in Al-ri and look at:
AUDCAD_M1_199304270000_202002004032354.csv - minutes are from 2007.05.01 till this days of OHLC
AUDCHF_M1_199305140000_202004032354.csv - minutes are from 2007.05.01 till this days of OHLC.01 before that OHLC diaries
AUDJPY_M1_199305170000_202002004032354.csv - Minutes are from 1999.01.07 before that OHLC diaries
AUDNZD_M1_199304050000_202004032354.csv - Minutes are from 2007.05.01 before that OHLC diaries
AUDUSD_M1_199304270000_202004032354.csv - Minutes are from 1999.01.04 before that OHLC diaries
CADCHF_M1_199305190000_202004032354.csv - Minutes are from 2007.05.10 before that OHLC diaries
CADJPY_M1_200702121137_202004032354.csv - minutes are from 2007.02.12 before that OHLC diaries
CHFJPY_M1_199202190000_202004032354.csv - minutes are from 2007.05.10 before that OHLC daily logs
EURAUD_M1_200406170001_202004032354.csv - no daily logs since 2004.06.17 before that
EURCAD_M1_199908020000_202002004032354.csv - monthly logs since 1999.01.07 Before this OHLC daily logs
EURCHF_M1_199304280000_202002004032354.csv - Minutes are from 1999.01.04 Before this OHLC daily logs
EURJPY_M1_199304270000_202004032354.csv - Minutes are from 1999.01.04 before that OHLC diaries
EURGBP_M1_199305030000_202002004032354.csv - minutes are from 1999.01.04 before that OHLC diaries
EURNZD_M1_199901050000_202004032354.csv - minutes are from 2007.05.14 before that OHLC diaries
EURUSD_M1_199001020000_202004032354.csv - minutes are from 1999.01.04 before that OHLC diaries
So many coincidences! Should these sources be considered different? Which one is the primary source?
About time zones. Yes, for the dayparts we have to look up server time zone references in each source.
Both problems can be solved by collecting your own database of actual ticks. That's what I do since 2009, I collect ticks of several dozens of DCs. Their set varies. The main thing is that they come to terminals simultaneously in astronomical time. I put a time stamp in MSK. When there were daylight saving time/winter time transitions, is known.
A zig-zag with a pitch that has no conscious meaning is a meaningless construction.
"A zig-zag with a pitch that has no conscious meaning." - that's more correct.
I will not check because there is nothing to check - you have no results.
Go get some rest!
p/s, removed the picture so you don't get nervous. Although I didn't ask you to repeat anything. Apparently the goal was to get to the bottom of this.
"A zig-zag with a pitch, doesn 't make conscious sense." - that's more accurate.
What does it make conscious sense with?
What does it make conscious sense to do with?
Nothing.
It is an inherently flawed method.
MO SB is equal to the initial value.
This is not a subject for discussion at all
I assume you are joking.
I assume you're joking.
No.
I assume you are joking.
No joke, a normal martingale property (SB without demolition is the simplest case of a martingale).