Interesting topic for many: what's new in MetaTrader 4 and MQL4 - big changes on the way - page 41

 
Renat:

What history limitations when there is a detailed minute history of spreads over a dozen years in MT5?

What kind of fairy tales are you telling? Are you kidding yourself or are you just playing for the public in support of the general trend?

Are you talking to me? I have a question - when was the last time you wrote, although it's OK, and tested a bot? For your platform?

I have bots, which I desperately need Ask-Bid history for proper testing, so much so, that I'm thinking of writing my own tester.

 
TheXpert:

Are you talking to me? I have a question -- when was the last time you wrote, albeit okay, and tested a bot? For your platform?

I have bots which I desperately need a ticking Ask-Bid history to properly test, so much so that I'm thinking of writing my own tester.

Not long ago.

Write a tester, nobody minds. It's great for understanding the value and power of existing solutions.

I'm sure you want to write something in the form of a "tester" that can easily fit into Excel. Analysis horizon of N-teen ticks, one symbol, buy/sell command, no volumes, no indicators, no profit calculations, etc. Here we have a "tester" ready.

 
Renat:

I'm sure you want to write as a "tester" something that can easily fit into Excel.

Is that really the point? It's a poky little thing that will test my bot much more adequately than your fancy tester.

By and large, most of the tester's features are only needed by the curvodrochers. Although I understand it very well, they are in the majority.

Renat:

It's not that long ago.

In order to make money? Sorry, I don't believe so.
 
TheXpert:

Is that really the point? It's a poky little thing that will test my bot much more adequately than your fancy tester.

By and large, most of the tester's features are only needed by the curvodrochers. Although I completely understand it, they are in the majority.

You would tell someone else your opinion about the tester. And about their adequacy.

Go ahead on scalping, honed on ticks, but then there is no need to dump your dissatisfaction with the horrendous results in the forum. And no "true ECN" will not save us from the problems.

When we look at the completely ordinary spreads of 0.3-0.7 points with the fifth digit, we ask ourselves the question - what else do I need? You do not like 0.3 points spread? Does the error of floating spread in a minute strain you? You want to implement the maxim "why pay more when you can squeeze more?"


No need to lose ground.

For the purpose of making money? Sorry, I do not believe it.
In order to test technical ideas. And on RTS with tumblers.
Документация по MQL5: Стандартные константы, перечисления и структуры / Состояние окружения / Информация об инструменте
Документация по MQL5: Стандартные константы, перечисления и структуры / Состояние окружения / Информация об инструменте
  • www.mql5.com
Стандартные константы, перечисления и структуры / Состояние окружения / Информация об инструменте - Документация по MQL5
 
Renat:

We are already looking at very standard spreads of 0.3-0.7 pips with the fifth digit, and we ask ourselves the question - what more do I need? You do not like 0.3 points spread? Does the error of floating spread in a minute strain you? You want to implement the maxim "why pay more when you can squeeze more?"


No need to lose ground.

Renat, such spreads are relatively stable only on some (not all!) majors. A step to the right/left and there is a binge.

You should check bid-ask quotes for asymmetry in your own tester. Any bouncing strategy on limiters will immediately backfire.

It's not about the tester - it's very attractive at the moment. It's about asymmetrical quotes. And you 'll have to do something about that eventually.

You can put it off, but you can't do it forever. You'll have to at some point. That's obvious by now, isn't it?

So why not discuss options for the future, even if distant (like MT6) ? Why are you looking for malice in these discussions for nothing ? It would be better to participate.

Opening up the tester to third party quotes could (temporarily) solve the asymmetry problem and a lot of other possibilities would open up. OK, it's technically difficult, it's not at all a concern at the moment, that's all understandable. But why pervert the motivations of perfectly healthy members of the community? No one wishes you (MQ) any harm, only harmonious empowerment, with positive financial effects for you as well, by the way.
 
Renat:

You should tell someone else your opinion about testers. And about their adequacy.

You may use scalping, sharpened on ticks, but then you don't need to express your dissatisfaction with the terrible results in the real trading. And no "true ECN" spells will not save us from the problems.

When we look at the completely ordinary spreads of 0.3-0.7 points with the fifth digit, we ask ourselves the question - what else do I need? You do not like 0.3 points spread? Does the error of floating spread in a minute strain you? You want to implement the maxim "why pay more when you can squeeze more?"


No need to lose ground.

In order to test technical ideas. And on an RTS with tumblers.

And in general, for what purpose did you configure the tester, for coding (as a debugger) or for testing ideas?

Especially in MT5 neither of them is convenient.

For coding, too different behavior in real time and in the tester, for testing ideas is too difficult to code (for a simple trader) and very long to test (a simplified scheme would be many times faster even on ticks).

 
MetaDriver:

There is one subtle problem with extremum testing.

The point is that we never know in real time that a certain "now-price" is an extremum, if it is, it will be visible on history, but nobody knows it "right here-now" (at least reliably). On the other hand, the tester knows it beforehand. Thus, extremum trading in the tester (for example, with OHLC) is a kind of tip from the tester, and it is a very important (I would say critical) information.

I do not understand the problem.
 
MetaDriver:

There are many ways to thin out the tics. Ivan once suggested his way, I was smoking it, at a glance it was quite a reasonable option. You can make up some more. But I'm still against imposing thinning methods. If you like it, let them test/optimize with renko/cagi; if you want equitemporal bars, go ahead and test them; if you need equi-capacity bars, let them generate and test them; if you want to use raw ticks, let the optimizer run on raw ones.

HOW to realize it is another quite difficult question (taking into account the necessity of multicurrency synchronization!), but it can be solved if desired.

Undoubtedly, tick history can be useful, especially for multicurrency. But M1 is also very useful. As long as it's the right M1.
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.
 
Renat:

They are handsome people:

  • One declares that he has never written a line on mql5, that the tester is useless and he does not use MT5 at all. He has his own tester!
  • A couple of others are telling tales about the tester that it is none at all, too. Like we do not use it.
Who do you want to fool?

But it is clear with hrenfx, in fact, he acts as the face of FXOpen by mutual consent. And he doesn't need and never will need any MT5. Tiki is his favourite song, which he tries to present as "I root for all traders and want it to be staff". He doesn't want staffed and won't use it, as the subject of performance will disappear. Instead there will be a lot of complaints that the story is not enough, that the glass is not given and he loses something.

Not to mention the fact that hrenfx knows very well that he tells tales of free retail arbitrage and scalping. And there's no need to wave a storyteller with the history turned off. In fact he hasn't even put a single fairy tale account in the signals here just to show off, but only hides it in hidden pams.

Strange, my knowledge of you and even of myself is more modest. You are a very poor reader. I oppose the staff tick story in the meta. Suggested you change just two lines in your tester to make it a much more accurate and usable tool for algotrading.

The idiocy of the situation is that everything is logically proven and chewed up here. Perhaps you or some of your colleagues (Roche, Stanislav, etc.) have seen the problem and understood its essence. But because of your ego and narcissism, Renat, you will not change anything. After all, for you it is like admitting your incompetence. Everyone will think that "hrenfx made Renat" - yes, that's how childish your thinking is, unfortunately.

And instead of showing for once in the language of logic that you are right, you have found nothing better to do than say "and his socks are different colours". I ask you, what does the results of my personal trade have to do with assessing logic? Logic either exists or it doesn't. Well, I don't have to explain it to you.

 
4xcobra:

I completely agree with hrenfx that HighBid and LowAsk are essential for proper testing (especially of scalping systems). If there is a LowAsk, then the vast majority of algotraders will not need thetick history. I do not understand how after such a long explanation you and other algotraders do not understand.

You are just a practicing algotrader, so these things are obvious to you. Tell us how you came to this, why it is really important. It would be useful to hear another practitioner's opinion.