Interesting topic for many: what's new in MetaTrader 4 and MQL4 - big changes on the way - page 32
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CHFJPY M1, RoboForex ECN
Delta spread(LoBid+spred - LoAsk) within 18 min from +13 pips to -28
Thank you very much! I have not written a single line on MQL5 myself. Why not do it at MQL4, it would raise unnecessary objections, why not at Super-MT5?
The hardest part is left - explaining the obvious importance of these divergences.
Thank you very much! I haven't written a line on MQL5 myself. And doing it in MQL4 would cause unnecessary objections, why not in super-MT5?
The hardest part is left - explaining the obvious importance of these divergences.
Please.
How to explain in an easier way - I'll think about it. I think I understand it myself.
Here are more histograms:
EURUSD M1:
GBPUSD M1:
How to explain in a simpler way - I'll think about it. I kind of understand it myself.
Note the overwhelming number of green bars. This means that the real Low_Ask was located lower than the tester one. That is, the real Low_Ask is BETTER than the tester one. Thus, it appears that the BUY-operations in the tester have a LOSS OF PROFIT.
Not just an inaccurate result, but an underestimated one! Because of this, a lot of research TPs go down the drain, because the metatestors show no profit, when it may very well be. For the same reason a profitable TS cannot be optimally tuned.
Good thing we took RoboForex ECN and not a completely slow brokerage company (even though with name and with "ECN"). On strong ECN/STP-platforms the discrepancies would have been even bigger. In other words, it is at least problematic to take advantage of great trading conditions (best prices in the industry) via the metatester.
Note again that no tick history is required for accuracy. And only High_Bid and Low_Ask are needed. I'll say even more: Open and Close prices are practically not needed to identify market patterns. They are just random prices which do not characterize almost any features of the CAD.
It is a pity (in this context) that competent ECN/STP-platforms do not have MT5 yet. Otherwise it would be possible to clearly show manipulation via limiters over High_Ask and Low_Bid. It's easy to do on MT4, but might start objecting that, again, it's not super-MT5.
Oh, and the tick volume Volume doesn't carry any information either. On ECN/STP anyone can increase it as they like.
Did you open it?
Sorry I misspoke, spread is not saved at the opening but is dynamic during the bar and the maximum spread on the bar is written in the history.
Don't look at the history of the red line, only the dynamic measurements after the start are important.
Note the overwhelming number of green bars. This means that the real Low_Ask was located lower than the tester one. That is, the real Low_Ask is BETTER than the tester one. Thus, the BUY-operations in the tester result in a LOSS OF PROFIT.
By how much more profitable?
In my opinion, it would be a mistake to look at profit values in the tester. The tester is used to evaluate profitability of the TS, but not for its calculation. That is, the tester answers (and only with a certain degree of probability) the question "Does this TS bring profit? Therefore, as it seems to me, fiddling with tick spreads does not make much sense.
Not just an inaccurate result, but an underestimated one! Because of this a lot of research TCs go down the furnace, because the metatestors show as if there is no profit, when it could very well be. This is also the reason why a profitable TS cannot be optimally tuned.
Here you say "a huge number of TS". Can you give me an example of such a TS, that would become unprofitable exactly because of the lack of the tick Ask? It seems to me that if the TS is profitable with a spread - then it will not be unprofitable without the spread and vice versa. Or am I wrong ?
You say "a huge number of TS". Can you give me an example of such a TS, which would become unprofitable exactly because of the absence of a ticking Ask? It seems to me that if the TS is profitable with a spread - then it will not be unprofitable without the spread and vice versa. Or am I wrong ?
Sorry, the spread is not saved at the opening, it is dynamic during the bar and the maximum spread on the bar is written in the history.
... That is, the tester answers (with a certain probability) the question "Does this TS bring profit?
That's what we're talking about - addingLow_Ask tothe tester, it is more probable to answer the question"Does this TS bring profit?
If the system itself is based on spread, it will, but because of the spread strategies we will have to implement a different MT5 architecture). Besides the system allows us to get this information, the only problem is testing on history, but we need to look to the future, we need a tester for future quotes, not for past ones).
Well, in theory, yes, you could probably come up with such a STABLE and profitable TS. Although, I seriously doubt about the stability of tick systems - slippages and requotes will do their dirty work. I tend not to use data of timeframes below H1 precisely because of its extreme instability.
Well, the minute and above spread is kind of there, use it the way you want.
I mean, I don't mind that "it would be nice to have information... "But I don't see much point in it, and I don't think the developers will bother.
MigVRN:
Об этом и речь - добавив Low_Ask в тестер он с большей долей вероятности ответит на вопрос "приносит ли данная ТС прибыль ?".
No, it's not. It is just the opposite. If without Ask the TS is profitable - then the probability that the TS will continue to be profitable - will be higher than if with Ask - there is a profit, and without Ask - there is no profit. At least, the stability and sustainability of such TS will be out of the question...
A very important clarification - in my opinion this data should be added to the Help! (why isn't it still there???)
Maybe because no one is reading it? MetaTrader 5 Help → User Interface → Data Window
Data window
This window is designed to display information about prices (OHLC), bar date and time, spread (maximum for the selected bar), volume, and indicators (including custom indicators) used. The "Data Window" is an information window and does not allow any action. Here you can quickly obtain the required information about a single bar and about the indicators applied. To do so, just move the cursor over it. The data window can be enabled/disabled by pressing the
button in the "View" menu, in the "Standard" toolbar or using the "Ctrl+D" shortcut.
The upper part of the window contains the name of a financial instrument and a chart period. The information about the current position of the cursor at