Machine learning in trading: theory, models, practice and algo-trading - page 3441

 
mytarmailS #:

Evra , 1 minute , blue is the difference between cloze[i] and open[i+1], red is the cumulative sum of blue


How can you have a normal and also coincide with the tester I in the heart not ...

me neither. It doesn't match on the minutes. The custom symbol in the metacenter is leaking.

It looks like a leak of some cyphers in other cyphers )

And no... I set spread 1 in the custom one, but it is still variable in the tester.

 
fxsaber #:

Create a custom symbol.

Then in the Tester gradually increase the spread and watch how the results change.

Where do I specify it? Should I create it with a script?

 
Maxim Dmitrievsky #:

Where do I put it? Do I have to script it?

Custom scripts. I have never changed spreads via GUI - I don't know how it works there. I would create several custom ones with different spreads myself.

 
>>> p
             <DATE>    <TIME>   <OPEN>   <HIGH>    <LOW>  <CLOSE>  <TICKVOL>  <VOL>  <SPREAD>
0        2010.01.04  00:00:00  1.43259  1.43259  1.43213  1.43222         28      0        18
1        2010.01.04  00:01:00  1.43227  1.43242  1.43223  1.43241         12      0        18
2        2010.01.04  00:02:00  1.43234  1.43244  1.43231  1.43235         22      0        18
3        2010.01.04  00:03:00  1.43236  1.43237  1.43231  1.43231          5      0        18
4        2010.01.04  00:04:00  1.43232  1.43235  1.43225  1.43235         14      0        18
...             ...       ...      ...      ...      ...      ...        ...    ...       ...
5269829  2024.03.19  08:08:00  1.08634  1.08635  1.08623  1.08635         19      0         1
5269830  2024.03.19  08:09:00  1.08635  1.08640  1.08635  1.08639         19      0         1
5269831  2024.03.19  08:10:00  1.08639  1.08650  1.08637  1.08649         38      0         2
5269832  2024.03.19  08:11:00  1.08649  1.08653  1.08649  1.08650         20      0         1
5269833  2024.03.19  08:12:00  1.08650  1.08651  1.08645  1.08645         10      0         1
p = pd.read_csv('files/EURUSD_M1.csv', sep = '\s+' )
p['<SPREAD>'] = 0
p.to_csv('files/EURUSD_M1_.csv', sep= '\t', encoding='ascii' )


>>> p
             <DATE>    <TIME>   <OPEN>   <HIGH>    <LOW>  <CLOSE>  <TICKVOL>  <VOL>  <SPREAD>
0        2010.01.04  00:00:00  1.43259  1.43259  1.43213  1.43222         28      0         0
1        2010.01.04  00:01:00  1.43227  1.43242  1.43223  1.43241         12      0         0
2        2010.01.04  00:02:00  1.43234  1.43244  1.43231  1.43235         22      0         0
3        2010.01.04  00:03:00  1.43236  1.43237  1.43231  1.43231          5      0         0
4        2010.01.04  00:04:00  1.43232  1.43235  1.43225  1.43235         14      0         0
...             ...       ...      ...      ...      ...      ...        ...    ...       ...
5269829  2024.03.19  08:08:00  1.08634  1.08635  1.08623  1.08635         19      0         0
5269830  2024.03.19  08:09:00  1.08635  1.08640  1.08635  1.08639         19      0         0
5269831  2024.03.19  08:10:00  1.08639  1.08650  1.08637  1.08649         38      0         0
5269832  2024.03.19  08:11:00  1.08649  1.08653  1.08649  1.08650         20      0         0
5269833  2024.03.19  08:12:00  1.08650  1.08651  1.08645  1.08645         10      0         0

but the custom symbol doesn't take back the same quotes. It can't read it. I give up.

Also, the spread doesn't change through the GUI.
 
Maxim Dmitrievsky custom symbol does not take back the same quotes. Can't read it. I give up.

Subject.

Пользовательские символы. Ошибки, баги, вопросы, предложения. - Попробуйте удалить всю баровую и тиковую историю.
Пользовательские символы. Ошибки, баги, вопросы, предложения. - Попробуйте удалить всю баровую и тиковую историю.
  • 2019.02.23
  • Artyom Trishkin
  • www.mql5.com
Нужно удалить последнюю неделю котировок кастомного символа. Требуется удалить последние сутки истории кастомного символа и выставить в Обзор рынка последний тик после удаления. либо чтобы TicksDelete TicksReplace заменял тик в Обзоре рынка на последний в истории
 
fxsaber #:

Topic.

Thanks, I'll have a look later when I get a free week ))

 
I set zero spread through excel, checked it on custom. Yeah, it's pouring. I will improve my toaster.
 
Maxim Dmitrievsky #:
I set zero spread through excel, checked it on custom. Yeah, it's pouring. I'll improve my toaster.

No, there's still a spread. Where's he getting it from?


 
Maxim Dmitrievsky #:

No, there's still a spread. Where's he getting it from?


Maybe from ticks, if the history was copied with them.

 
Forester #:

Maybe from the ticks, if you copied the history along with them.

No, just m1.