Servicedesk: laziness, autism or unwillingness to admit mistakes? Supplementing the charts with non-native candles. - page 18

 
Mischek:
why do you need eSignal quotes when testing on mt5 ?
I remember a story like this back in early 2010. The developers introduced a historical (!) hard dynamic spread on all currency pairs. The results after such a testing turned out to be uncertain, because it was very difficult to understand which spread had been taken in the dark year of 2000 and its dynamics. Frankly speaking, I still do not understand how spread of 6-7 large pips on EURUSD in 2000 affects the current trading conditions. And all tested TCs can only work under current conditions. And to hell with this spread, if we had an opportunity to introduce our own custom instrument with an arbitrary commission. But no, n-n-n-no way and that's it:)
 
C-4:
I take it you don't know why you need eSignsl quotes when testing on mt5
 
Contender:

Who is translating this and what?
Isn't it your responsibility to make the "holes" in the story look like "holes" and not a damn thing?

No, we don't.

Re-read my answers above for 17 pages. Brokers have all the means to properly synchronise and import history, we are not a quote provider and we do not manage the infrastructure of brokers.

For our part, we will build an autotatic (safe and accurate) history download from brokers to prevent them from having an empty history.

ps: I recommend to use some common sense and not to overdo the "you should, I want and I don't care" demands.

 
Renat:

Although brokers have had all the means to synchronise history from any broker in all of our systems for a decade and the operation requires a couple of clicks, we will do our best to securely and automatically backdate history on their servers.

We will also do a lot of work on updating their history to store as much history as possible, in as much depth as possible.

As usual, we'll have to do the maximum work ourselves.

That's another thing, and it's only 17 pages of kicks, thanks for not getting banned :)

Honestly, it's nice when you turn towards the user after all.


If we are going to do this, maybe we should seriously consider introducing standard Renko and Caggi charts, so that everyone could attach an indicator to a chart without the hassle of re-doing the code itself.

All we need is a special mode of appearance of a new bar. Although, of course, the architecture must be improved, but it is a good thing. Again, you are planning to enter the American market, and they are more accustomed to such charts than we are. You know how to emulate tick history (without which it is difficult to build such things). So it is a matter of political will (as they say in Ukraine).

Алгоритм генерации тиков в тестере стратегий терминала MetaTrader 5
Алгоритм генерации тиков в тестере стратегий терминала MetaTrader 5
  • 2010.05.21
  • MetaQuotes Software Corp.
  • www.mql5.com
MetaTrader 5 позволяет во встроенном тестере стратегий моделировать автоматическую торговлю с помощью экспертов на языке MQL5. Такое моделирование называется тестированием экспертов, и может проводиться с использованием многопоточной оптимизации и одновременно по множеству инструментов. Для проведения тщательного тестирования требуется генерировать тики на основе имеющейся минутной истории. В статье дается подробное описание алгоритма, по которому генерируются тики для исторического тестирования в клиентском терминале MetaTrader 5.
 
Mischek:
I take it you don't know why you need eSignsl quotes when testing on mt5

The funny thing is that he hasn't seen them in eSignal and he hasn't evaluated them. The forex prices there are indicative, not trading.

The eSignal has such a wide stream of ticks that you can't use it without filtering, unless you want to cheat yourself. Here's just my explanation of eSignal and its flows back in 2006:

Here is the EURUSD tick stream report (8000 ticks in 2 hours) with bank information and simple filtering by preferred bank list. Filtering by bank is the very primary cleanup of the information flow. Each brokerage company chooses its own suppliers, which leads to differences in quotations. In addition, brokers often change suppliers, which leads to price changes. Of course, apart from filtering by bank, there are additional filters, which each broker also sets up for himself.



Here are the outliers of 9 pips within one second. This is for EURUSD, which is almost the most liquid pair.



In the eurusd.xls table (packed in the eurusd.zip archive) there are 5-6-7 pips deviations, which you can see for yourself. The file contains both unfiltered and filtered charts, which clearly shows an absolutely unacceptable "fuzziness" of the initial flow. This fuzziness is acceptable when quoting on demand is used, but it is absolutely unacceptable in instant execution.

When analyzing charts from the previous periods 1999-2003, never forget that they didn't use the instant execution quote mode, the spreads were completely different (2-3 times larger than the current ones) and the tick charts were more "fluffy".

Стандартные заблуждения в попытках торговать в шуме (было "Кошмар на улице МТ4") - MQL4 форум
  • www.mql5.com
Стандартные заблуждения в попытках торговать в шуме (было "Кошмар на улице МТ4") - MQL4 форум
 
Mischek:
I take it you don't know why you need eSignsl quotes when testing on mt5
Man, it's dumb to test strategies on EURUSD and Sip even from the 70s.
 
Renat:

The funny thing is that he hasn't seen them in eSignal and hasn't priced them. The forex prices there are indicative, not trading prices.


Well on the mt5 chart they are indicative too, aren't they?
 
Mischek:
I take it you don't know why you need eSignsl quotes when testing on mt5
In fact, where did you get the idea that I need eSignal? I only gave it as an example to show that the business of providing quotes is a separate business from the brokerage itself.
 
C-4:
Shit, it's stupid to test strategies on EURUSD and SiPa since the 70s.
so it's fucked up, will your mt5dc give you the right liquidity for the right time?
 
C-4:
And anyway, how do you know I need eSignal?
Question removed )