Machine learning in trading: theory, models, practice and algo-trading - page 2286

[Maxim Dmitrievsky]

elibrarius:
The volume of M1 data (OHLC * 2) is many times less than the volume of real tick data.

Minimum for M1 spread is not suitable for accurate trade evaluation.

Yes, - now only from real tick data, so we will pump the traffic.

Why is this if the TS is not on ticks? it's enough to average the spread

that's exactly enough

[Renat Fatkhullin]

Evgeny Dyuka:

This is your answer to the question about the possibility to place an EA with webrequest in your marketplace.
What should I do with this answer? I have written an EA for sale, tried to put it up, I got rejected. It took me a shitload of time and effort and that was six months ago. Maybe, I'm stupid, but I'm not going to look for a second time to find a button and do something right.

This is an example of losing a client. I understand that "when the winged horse Hay-Fay rushes down the mountain, he does not care about the toads sitting by the road, but so soon MQl will simply disappear into history.

Besides you, there are consumers in this world and the marketplace itself. And consumer protection is more important than the wishes of the seller.

If your EA can't trade on its own and is completely dependent on a remote black box, that's a big risk for both the marketplace and the users. You never know what you will draw there.

I advise to study the subject in depth and not to make nonsense about"dissolve in history".

[Renat Fatkhullin]

Maxim Dmitrievsky:

1. Yes, always

2. Outside, because I'm used to VScode and jupyter (very convenient for research)

3. So far everything is enough, I don't use indicators. I want to use some simple MT5 model of ONNX type, but I haven`t studied it yet.

I tried Trade API and it works fine

It's great!

[Jonathan Pereira]

Renat Fatkhullin :
Se estamos falando sobre ticks, então existem as funções copy_ticks_from e copy_ticks_range

Leia mais aqui: MetaTrader para Python .

No estamos falando de ticks ...

Estou falando de Profundidade de Mercado ...

We are not talking about ticks ... I'm talking about a glass of prices

https://www.mql5.com/pt/docs/event_handlers/onbookevent

[Forester]

Maxim Dmitrievsky:

Why would you do that if your TS is not on ticks?

This is exactly enough.

It's not the average but the minimum. If it's an average over several bars - then it will be an average of the minimal ones. To find the real average, we have to download real ticks.
The tester will work with the minimum spread at the open prices or OHLC.
And some part of TP and SL, triggered on OHLC with the minimum spread, will not trigger at the top or bottom of the candle with the real spread.
This may be 1-2% of the total number of trades, but it can be significant when the struggle is for every percentage.

[Igor Makanu]

elibrarius:

I would like to have a second candle with OHLC prices for Ask instead of a minimum spread for Bid bars.

Make a custom symbol, like this:

//+------------------------------------------------------------------+
#include <fxsaber\Symbol.mqh> // https://www.mql5.com/ru/code/18855
//+------------------------------------------------------------------+
void OnStart()
{
   const SYMBOL SymbDB(_Symbol + "ask");
   if(!SymbDB.IsExist()) // Если символ не создан, выход
   {
      Alert("Error create ", _Symbol + "ask symbol");
      return;
   }
   SymbDB.Off();
   SymbDB.CloneProperties(); // Скопировали свойства
   if(CustomRatesDelete(SymbDB.Name, 0, TimeCurrent()) == -1)
   {
      Alert("Error CustomRatesDelete , GetLastError = ", GetLastError());
      return;
   }
   MqlTick ticks[];
   if(CopyTicksRange(_Symbol, ticks, COPY_TICKS_ALL, D'2021.01.01' * 1000) == -1)
   {
      Alert("Error CopyTicksRange , GetLastError = ", GetLastError());
      return;
   }
   for(int i = ArraySize(ticks) - 1; i >= 0; i--)
   {
      ticks[i].bid = ticks[i].ask;
   }
   if(SymbDB.On()) // Включили в Обзор рынка
   {
      CustomTicksAdd(SymbDB.Name, ticks);
      ChartOpen(SymbDB.Name, PERIOD_M1); // Открыли график нового символа
   }
}

[Forester]

Igor Makanu:

make a custom character, like this:

I don't like custom, first impression is not good, it was a long time ago, I don't remember what exactly I didn't like. I use files.

And again - it is to download though 1 time, but all the tick data.

[Maxim Dmitrievsky]

elibrarius:
It is not the average that is transmitted, but the minimum. If the average for several bars, it will be the average among the minimum ones. To find the real average, you have to download real ticks.
The tester will use the minimum spread at opening prices or OHLC.
And some part of TP and SL, triggered on OHLC with the minimum spread, will not trigger at the top or bottom of the candle with the real spread.
This may be 1-2% of the total number of deals, but it can be significant when there is a struggle for every percentage.

Set the right spread yourself, with a margin

[Forester]

Maxim Dmitrievsky:

Set the right spread, with a margin

This is not exact. I'd better download the ticks)
I'll put both OHLC into files - and then, as usual...

[Evgeny Dyuka]

Renat Fatkhullin:

The market and time will judge. MQL5 is a great product, the best of its kind, but it has all chances not to fit into the new market.
By the way, the link to a noname site where you can find something about MQl only by searching in the browser is not the best example of success.)