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Metaquotes demo ticks show less spread than my brokers ticks. Are the ticks from metaquotes showing an ideal spread and my broker the real life spread? Or is my broker's spread just not as good? Are there different spreads for different brokers

What the title says. I know that there are some articles on genetic algorithm alternatives, but are far as I'm aware they aren't multithreaded and if I'm being honest I don't understand half of what they say. 

I am trying to code my own triple exponential moving average . Here is what I have:      tema1ema1 = MathMean(typical); //typical is an array for the last 20 bars where 0 is the most recent      for ( int i= 1

I don't see the sign of a variable as a function in the docs. I would like to request this feature/function. This can already be achieved using if statements and sped up using branchless techniques but it would be nice to have a super fast simple

I am trying to make a pointer to a method. When I try to compile it says "Pointer to this function type is not supported yet". I don't understand what the function type in this error means. Is it the return type? The method I am calling is a static

This post is just me shamelessly reposting some topics and hopefully not getting it taken down. My last 4 posts haven't gotten any replies, I don't know that they will get any more because they are a couple pages into the topic posts. They might just

Me and a couple other people experience a bug where the forward test results are incorrect. In order to see how well a pass actually did I have to manually run a single test on it. It isn't possible for me to manually check thousands of passes. I am

I am trying to figure out why only me and a couple other people experience certain bugs when doing forward tests ( https://www.mql5.com/en/forum/454524 ). I believe the bugs might be hardware related. After some experimentation I found out that the

I have been experiencing bugs in forward optimization for a while now and I am trying to identify the problem (post about bugs: https://www.mql5.com/en/forum/454524 ). The only error message that shows up says in the journal tab is  "

Sometimes I want the fast genetic optimization to test for many more possibilities than it does. I have a small neural network that seemingly has tons of local minimums. For each weight it could find a good value that it gets closer to but there is a

I have a neural network with various indicators as inputs. Is there a way I could code in a huge lookup table so each tick I could look up the value instead of calculating them every time? Does mt5 do this already internally? Could I do this in

This post is about a some weirdly related (I think) bugs that happen when forward testing optimized results. Please read through it all. The first bug is that the displayed results from the top section of backtesting passes in forward tab are wrong