Tick-level timeframe, testing - page 2
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What about tricking MT into loading a fake set of data. Fake, meaning, every tick gathered from live system would be converted as if it was M1:
Minimum bar time for MT4 chart is one second, not one minute, fyi
Minimum bar time for MT4 chart is one second, not one minute, fyi
Have not looked into this but wasn't idea to generate data file via tick data for tester that had lowest TF bar time and each record would contain a tick record's data instead of say one second data.
Would tester know the difference as would be a one sec file with just the tick data overlayed onto relevant parts?
Actually, seems more hassle. I can see dumping tick data recs to a file in whatever format choose. Then using any language (even MT :), analyse or play the what if's game on it to one's hearts content.
My line goes that if not fully understand the tester and how it works, for me anyway, seems bit optimistic to rely on any findings if mess with it's source data.
Surely more appropriate languages/systems to be employed to learn whatever looking for. Then do the MQL EA + tester routine.
For me is the data analysis. I can write down many different potential patterns and combinations with timming data thrown into the mix along with perhaps pt gains made each tick or group of ticks... Probably never ending perms and combos that can be dreamt up. Is the how to think's and why's not the actual coding that would confuse me.
Surely more appropriate languages/systems to be employed to learn whatever looking for. Then do the MQL EA + tester routine.
For me is the data analysis. I can write down many different potential patterns and combinations with timming data thrown into the mix along with perhaps pt gains made each tick or group of ticks... Probably never ending perms and combos that can be dreamt up. Is the how to think's and why's not the actual coding that would confuse me.
I guess the idea is to find small number of indicated entries with high probability of beeing profitable.
I am also wondering about using some common indicators but on the micro-scale. Instead of last 20 daily closing prices, one could use last 20 ticks. It would mean writing your own version of indicators. The problem would be choosing the right one :)
tick based indicators. Won't they just replicate all 'issues' found in normal data time frames? eg, 15ticks or 15mins,...
https://www.forex-tsd.com/indicators-metatrader-4/ something to keep you amused/bemused ;)
and
https://www.forex-tsd.com/181509-post56.html
"I guess the idea is to find small number of indicated entries with high probability of beeing profitable."
but what objectively is this? I mean, surely need ruleset to guide the search of a tick data file. Like what criteria?
eg, take groups of 10 recs. up or down direction?, pts up or down, speed of pts moved relative to rec#/marketSessionTime,...
These are things needing formalised else needle in haystack. (well from my simple perspectives it is)
This is the data analysis stuff - that's a discipline in own right. How many can conceive of what to do let alone how to? I do not know Excel but does it not have a What If? mode when one plays or brainstorms about with a dataset ?
Deep water...