Beta version of MetaTrader 4 IDE including new MQL4 compiler and editor - page 20
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
What ideas do you need? Isn't it enough that optimized MAexp on MT5 is slower than unoptimized MAexp in MT4 ?
So count pi (Matemat posted the code) its not going to be inline.
Slowing it down by half is of course a significant slowdown.
But rightly pointed out - it's the price of modularity... And I think the upcoming MT4++ is unlikely to be faster than MT5...
Hmmm... Really? I thought one "extra" tick per hundred would just add low-amplitude harmonics, but not likely to change the overall picture. Am I wrong? Not for the sake of objection, I'm only superficially familiar with Fourier analysis, but still - why would this result be unpredictable?
You naively believe that by trading on higher TFs you get away from the curse of wrong tick generation, it's not true. Crossing close to a certain level does not depend on the TF. It penetrates into all timeframes. And on W1 close crosses exactly the same level as on M1.
Here is an example for you:
Horizontal sections are the best points to open/close (in terms of execution), the price stands, there is sufficient volume in the market which the market is gradually selecting (so the price stands), the risk of getting requotes is minimal.
But the tester generates this section as a comb of ticks (up-down), so in any TF you will surely enough open (if there is a signal, for example, close crossed the indicator line), in the tester, in these sections you will get a lot of fakes and pay 8 spreads, and then after another 100 ticks you pay 8 more spreads. That's how generation of false ticks will kill a normal TS, and all rubbish will be left, and from it the optimizer will have to choose what to give you as a winning monkey.
ZS By the way, there are a lot of such sites in real life.
deviation should be double
this edit is not in the update.
But the tester will generate this area as a tick comb (upwards and downwards),
I don't quite understand, if there are no ticks in these areas on the history - how can the tester generate a comb ???
When trading on D1 - I'm not aware of any ticks at all, there are only four prices every day. The decision to enter is made on D1 and ticks do not play any role in my opinion. Entering on H1 may theoretically play some role, but I think, in practice, the four prices of H1 will practically not change because of the absence or presence of ticks...
I don't quite understand, if there are no ticks in these places on the history - how can the tester generate a comb ???
When trading on D1 - I don't know about any ticks at all, there are only four prices every day. The decision to enter is made on D1 and ticks do not play any role in my opinion. Entries themselves are done on H1 and in theory ticks may play some role here, but I think, again, that in practice four prices from H1 will practically not change at all with or without ticks.
There are ticks. In reality, ticks are generated by the event of market state changes.
In other words, there are four types of ticks: bid changed, ask changed, bid and ask changed, and finally there was no change of price, but the volume in the market changed.
It is the fourth type that gives the straight line, and it and the change of ask are inadequately generated by the tester.
To the previous post: ...
Exactly how the monkeys get ahead... In the real world a sharp jump that will not open, and in the tester a smooth rise in prices that were not there, on such a rise tester monkeys quite show profit, although they are losing in the real world.
Forum on trading, automated trading systems and strategy testing
Discussion of the article "Algorithm of Tick Generation in the Strategy Tester of the MetaTrader 5 Client Terminal"
serferrer, 2013.09.11 23:13
Here are the generated ticks and ticks in real futures during the release of statistics Non-farm Payrolls 6.09.2013 for comparison.
The candle at 14:30 (time in MetaTrader 5) has a volume of 39 ticks, in Alpari it is 86 on ECN and 136 ticks on standard,
But it doesn't matter (number of ticks) because the principle of ticks generation will be the same, but the ticks will be denser.
In the MetaTrader 5 tester, you can see that the price increases monotonically, smoothly and without jerks for 36 seconds up to the maximum, then there is a small pullback.
In the futures (ticks), we see that the price suddenly, in a fraction of a second, jumped up and then normal trading started.
On other news/statistics with sharp jumps in quotes the principle will be the same.
...
This candlestick is on GBPUSD D1.
...
Screenshots in the archive.
There are no trading classes in the standard libraries. Is it just me or is it supposed to be like that in meta-editor?
Why didn't anyone ask where and from which broker papaklass got such ticks and charts?
Renat, do you deny that the tick generation algorithm simulates a sharp spike as a smooth rise?
Or do you deny that sharp spikes happen in the market?