Discussion of article "How to Secure Your Expert Advisor While Trading on the Moscow Exchange" - page 5
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I didn't, of course.
In slow strategies, the commission is too small compared to the losses incurred if you miss a "good" trade, which is bound to run away from your limit.
And in fast strategies there is nothing to do on MT. Or almost nothing.
P.S. You will not be able to adequately test a strategy built on limit trades in MT5 anyway. And in general it is not easy.
In general, I agree with every point. I would add that with the maintenance of differentiation, it will become even more difficult to execute limiters, and MT-tester will lie even more.
her tools are not tested in MT5?
The tester is fucked up with the execution of limiters.
The tester's performance of limiters is fucked.
It works the same way as on the account for each tick testing I checked. that's what 100% testing quality is if you choose a model for each tick based on real ticks.
It works the same way as on the account for each tick testing I checked. that's what 100% testing quality is if you choose a model for each tick based on real ticks.
Then you've been testing in the wrong place.
Then you've been checking in the wrong place.
What's more detailed? the very technology of limit orders obliges the broker to execute at the best price if he has a licence from the central bank. what's wrong with that?
What's wrong with that? the very technology of limit orders obliges the broker to execute at the best price if he has a central bank licence. what's wrong with that?
the broker does not execute anything on mosbirsk, it only transfers it to the exchange. there is matching and all that. in general, read the theory and then see what happens to your orders and trades.
I didn't, of course.
In slow strategies, the commission is too small compared to the losses incurred if you miss a "good" trade, which is bound to run away from your limit.
And in fast strategies there is nothing to do on MT. Or almost nothing.
P.S. You will not be able to adequately test a strategy built on limit trades in MT5 anyway. And in general it is not easy.
I converted my TS to limit trades. Nobody wants to buy/sell to me :)
Plus one more point is very important - the limit is set at a given price (calculated through the threshold value of profit), and on the market you can often buy/sell at more tasty prices.
In the end I returned "market" orders to myself.
Regarding tests. Now I do them according to the following scheme:
1. Run in the tester for basic check of the logic of work.
2. Testing on a real account with small volumes. And necessarily not minimal.
There used to be intermediate steps, but I gave up on them....
SZY:
To realise correct trading on one account by different experts on the same instruments (you wrote about this topic in other threads) took more time than to write and test the main strategy :). And I am not sure that everything works correctly yet.
Converted my TC to limiteds. No one wants to buy/sell to me :)
Plus one more moment is very important - the limit is set at a given price (calculated through the threshold profit value), and the market often buy/sell at more tasty prices.
I eventually returned "market" orders to myself.
Regarding tests. Now I do it this way:
1. Run in the tester for a basic check of the operating logic.
2. testing on a real account with small volumes. And necessarily not minimal.
There used to be intermediate steps, but I gave up on them.....
SZY:
To realise correct trading on one account by different experts on the same instruments (you wrote about this topic in other threads) it took more time than to write and test the main strategy :). And I am not sure that everything works correctly yet.
I understand, this is a treatment for MT5 birth trauma. So you are one of the few who understood. Congratulations :)
About the tests. This is how I do it now:
1. Run in the tester for a basic check of the operating logic.
2. testing on a real account with small volumes. And necessarily not minimal.
There used to be intermediate steps, but I gave up on them.....
Also in the tester only a basic model, and it is not always profitable there.
And then - testing hundreds and thousands of variants in real, but with imitation trading (so one lot, but liquid instruments), for several years.
And only those who have passed such a test are allowed on the real.
Yes, more. But now several robots with different parameters (diversification) work on one chart for the same instrument. And it has become quite easy to connect new strategies.
Converted my TC to limiteds. No one wants to buy/sell to me :)
Yes, liquidity is stale, but it's there.
Plus another very important point - the limit is set at a given price (calculated through the profit threshold), and the market often buy/sell at more tasty prices.
Hm. Very interesting, how, in the presence of a spread, can the limit be worse than the market entry? And if market entry satisfies the profit threshold, (-commission) then why the need for a limit?
A limit is exactly what you need to catch a tasty price. Or did you put limits not in the spread?
It took more time to implement correct trading on one account with different Expert Advisors for the same instruments (you have written about this topic in other threads) than to write and test the main strategy :). And I am not sure yet that everything works correctly.