Interesting topic for many: what's new in MetaTrader 4 and MQL4 - big changes on the way - page 48

 
hrenfx:

What is meant by a "normal teak tester"? And what is it for?

The MT4 has a working tick tester because there is the ability to create a custom history.

If the time of holding a position is several minutes, then minutes is not enough.

What would be desirable)) Testing in the cloud using your own tick history

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.
 
Avals:
If the position holding time is several minutes, the minutes are not enough.

Serious differences between real and tester on HigBid+LowAsk M1?

It would be nice to have at least an unsubstantiated example of such.

For all monocurrency (other data are not used) TPs, in which the limit switch is not triggered inside the bar, on which it is set, the HighBid+LowAsk tester is enough.

The duration of position holding (another terrible algotrading scourge) has nothing to do with it.

Avals:

What would be desirable)) Testing in the cloud on your tick history

No problem, if you really need it:


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

hrenfx, 2013.08.11 15:47

If you have already introduced an MQL5-tester (by ticks) using mathematical calculations for the cloud, you may write it yourself a long time ago. But who would really need it?


 
hrenfx:

Serious discrepancies between real and tester on HigBid+LowAsk M1?

It would be good to have at least a bare example of such.

For all monocurrency (other data are not used) TPs, in which the limit switch does not work outside the bar at which it is set, the HighBid+LowAsk tester is enough. The duration of position holding has nothing to do with it.

This is not Forex, this is a stock instrument.

"It's not about forex, it's about stock instruments. "

I.e., if you hold a position for minutes, then daily candlesticks are enough.) The working timeframe (and test timeframe) is determined mainly by the position holding time. Although everyone is ruled by the trading idea, of course, but that's offtopic

 
hrenfx:


No problem, if you really need it:


I do) but apart from the closed links I haven't seen anything new))
 

It makes no difference whether it is a stock instrument or a more virtual one (FOREX). Read it again carefully:

hrenfx:

For all monocurrency (other data are not used) TSs, in which the limit switch is not triggered inside the bar at which it is set, it is enough to use the HighBid+LowAsk point-of-sale tester.

M1 is just a tick filter for an algotrader. This tick filter has only one limitation for perfect test similarity to a filterless tick history - above quote.

The number of different tick filters is endless. And it's not just dumb timeframe filters

An algotrader would not use any filters if he had infinite computing power. Practice makes us invent various historical filters for our TS, so the speed of market research and optimization of the TS can be reasonable.

 
Avals:
I have to)

I don't. When I really need to, I do.

It's too bad if your options are limited by some third-party software developers.

 
hrenfx:

It makes no difference whether it is a stock instrument or a more virtual one (FOREX). Read it again carefully:

M1 is just a tick filter for an algotrader. This tick filter has only one limitation for perfect test similarity to unfiltered tick history - above quote.

The number of different tick filters is endless. And it's not just dumb timeframe filters

An algotrader would not use any filters if he had infinite computing power. The practice makes us invent various historical filters for our TS, so that the speed of market research and optimization of the TS was reasonable.

I'm writing this myself, and I'm quoting myself))

I understand your needs and about the triggering of limits within the m1 bar. And the fact that you have to trade only lititzes))). Can you trade differently?

 
Avals:

I write it myself, I quote myself))

Unfortunately, I mostly have to quote myself in order to avoid repeating the same thing a hundred times - I don't get it for some reason.

And the fact that you have to trade exclusively in lititas)) Can I trade differently?

You can't.

 
hrenfx:

It doesn't feel like it. When I really need to, I do.

It's too bad if your options are limited by some third-party software developer.

I wrote a long time ago that it is as it is. Not in the clouds, but still) And you have nothing to do, how to figure out what I need and what I have and remotely assess my capabilities. Don't bullshit, keep PRing the kitchen ;)
 
hrenfx:


You can't.

nonsense from a man nurtured in the kitchen))