Будьте осторожны с новым режимом тестера стратегий "Каждый тик на основе реальных тиков" в MT5. Я заметил уже у нескольких брокеров что тики хоть и выглядят реальными, но с ними что-то не так. Оптимизация советников на них иногда даёт довольно плохой результат во фронттесте. Даже оптимизация того-же советника в MT4 на реальных тиках от Дукаскопи, или на MT5 сервере MetaQuotes-Demo, с последующей торговле на реальном счету брокера дала мне лучший результат чем оптимизация на реальных тиках самого брокера.
Be cautious with new MT5 strategy tester mode "Every tick based on real ticks". Few brokers I am trading with are doing some strange manipulations on the real ticks of strategy tester, and as result I sometimes got quite poor results in the fronttest. Optimization in MT4 on real ticks of Ducascopy, or optimization on MT5 server MetaQuotes-Demo, and then real trade on live account gave me better results comparing to optimization directly on broker ticks.
Как не терять деньги на форексе. Простые советики, их все знают, но к сожалению мало кто использует. 1) График форекс пар - почти полностью случаен. Индикаторы могут находить закономерности в истории баров, но шанс что эти закономерности повторятся в будующем - минимален...
MT4 update 920 introduced some new testing features. Now you can change spread in tester window, even if you are using readonly tickfile generated by third party software like tickstory. But, now I am getting weird warnings (testing stopped because product is demo) which prohibit testing of demo EAs during last calendar month. Very bad limitation.
MT4 strategy tester was updated some time ago. Now it allows to use tick files with almost unlimited size, and not limited by 3 GB like before. It means that you can use programs like tickstory to create tick file based on last 10 years of real tick data, and use it for long term high precision testing. Thanks Metaquotes!
Couple of things about MT4 and MT5 testing, which are not really known to a lot of people:
1) both MT4 and MT5 use 1-minute ohlc values to generate set of ticks that could have happened during each minute. So, all ticks except 1 minute ohlc values are generated and cannot be trusted in both versions.
2) MT4 allows for custom programs to generate their own tick data, and MT4 can use it for testing. This is not possible in MT5. Therefore, programs like Tickstory can setup tick file for MT4 with 99.9% quality, with ticks from real broker. You can google or youtube some tutorials how to do it.
3) MT4 testing is always using fixed spread for all testing period. MT5 testing uses variable spread from brokers history.
4) Therefore, if you want to test some EA with result as close to real as possible, you have to use following combination: MT4 + broker with fixed spread + Tickstory (or some other program) to generate ticks.
5) MT5 optimization is faster, because MT5 can run multiple test agents at the same time (more CPU cores you have -> more agents can run at the same time). Also, MT5 cloud testing gives additional agents too. MT4 always runs single test agent at a time, but you can run multiple MT4 terminals with different EA parameters in each of them to speed up optimization.
http://commodityrobot.com/ is a SCAM. You can pay for their Expert Advisor using clickbetter.com, so you have guaranteed possibility to return money in 60 days if you wish. Problem is that EA will make you profit during these 60 days, and after expiration of money return date - EA will stop to make profit, and will make horrible trades, with intention to empty your balance.
Basically you can buy their EA, make some profit, stop autotrade and request money return before end of 60 days, and also withdraw money from broker (EA is locked to myfxchoice broker to single account). Sort of win.
I think its required to request return and stop trading already after 30 days, because only first 30 days were really profitable for me. But all this is just gambling, they can empty your account even faster if they want.
The Hemline Index is a theory presented by economist George Taylor in 1926.
The theory suggests that hemlines on women's dresses rise along with stock prices. In good economies, we get such results as miniskirts (as seen in the 1960s), or in poor economic times, as shown by the 1929 Wall Street Crash, hems can drop almost overnight. Non-peer-reviewed research in 2010 confirmed the correlation, suggesting that "the economic cycle leads the hemline with about three years".
Desmond Morris revisited the theory in his book The Naked Ape.