FORTS: Strategies and how to implement them - page 15
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The rejection is not a specialised language for algotrading. It is the format of the story you can work with. Are you going to test ticks in MT?
Do not make me laugh, it's not there, there are minutes, built on prices last...
I, unlike you, can test it on the history of the market. You have to wait at least 10 years to get it from MQL.
In MQL you can also test tick strategies, what does MT have to do with it? It's like blaming the operating system that it cannot do something.... The functionality is given by the programs, not the OS itself. You can collect data from a tumblr and test any strategy, you can use third party data.
The built-in tester provides only basic features for testing simple strategies. But the MQL itself is limited only by the imagination of the EA programmer.
The in-house tester provides only basic options for testing simple strategies. But the MQL itself is limited only by the imagination of the EA programmer.
By the way. I wrote a tester script not long ago to test one of the strategies on collected ticks - no problems. The matter of fact, using MQL, I can create my own powerful tester.
I will surely do it in moex too. I do not want to start scalping without preparation and studies.
But if I had such an in-house tester it would be much less time-consuming, of course.
By the way, I wrote a tester script not too long ago to test one of the strategies on collected ticks - no problem. In principle, it's quite possible to bake a pretty powerful tester of your own.
Oh, by the way. I wrote a tester script not long ago to test one of the strategies on collected ticks - no problem. In general, using MQL tools it is possible to build a powerful tester.
I will surely do it in moex too. I do not want to start scalping without preparation and studies.
But if I had such an in-house tester it would be much less time-consuming, of course.
The least claim that it's impossible to test tickwise strategy in a specialized traders language, and the example of even handmade shuffle-like creations must cause rejection, to put it mildly...
You can't, actually ) and you, with your experience, should know that. It's one thing when you're being fed CFD futures in your kitchen and another thing when you have a normal market.
To adequately test it, you need a post-acquisition asc-bid history, a tape and preferably a betting history.
All this movement in the thread is to lure the clientele, you'll soon see that for yourself.
It's hard to argue with an audience that thinks in terms of "quickie", "overclocking a five-dollar deposit", "locks", etc.
About 7 years ago I started my way in trading by reading this forum, studied approaches to market, which, in my opinion, were correct and discussed here from time to time(econometrics, machine learning). As a result, the last five years have brought results, which I can talk about to improve my self-esteem, which I am ok with anyway. I am not writing on this forum to attract clients, but just to point out some fundamental errors, or to clarify the basic principles from which through painstaking work you can make a working strategy.
I can test any strategy on a betting history too. Believe me, there are no more fish there than in any other trading place.
No way... Well, try to analyse how the priority of your orders changes within the levels of the stack (the changes are a result of cancellation of orders which were placed before yours + as all the orders which are placed later have a lower priority). I would like to see attempts to pull this information out of EMA(20) and stochastic. And I would also like to see the attempts to apply it to trading - because I would have to think about it :D
You can't, actually ) and you, with your experience, should know that. It's one thing when you're being fed CFD futures in your kitchen, and another thing when you have a normal market.
To adequately test it, you need a lot of asc-bid history, a sliver and preferably the history of the market.
Until recently it was possible, for lack of information in normal mode (tape and stuff), and it is necessary to upload a third-party date.
Judging by the latest announcements, the life of a strategist will become much easier - there will be a sliver and a glass, and even tick history. Futures and options will also become available. About the shares only silence.
But as before and now nothing has changed fundamentally - tick strategies can be tested.
And you, with your seniority, should be aware of this.
It's hard to argue with an audience that thinks in terms of "quick", "five-dollar deposit acceleration", "lots", etc.
...Drop the sophistical tricks. Or the audience must be confused...
Or maybe you got the audience confused...
joo, why so...
About Taylor and stuff... - it's just a ready-made mathematical functionality. Of course, it is easier to perceive when it is explained on the fingers, but for those who are already trying to build a system from these explanations - what to do? Moreover, anonymous does not substitute concepts and terms - what's the difficulty, is it more important for you how they are explained rather than the essence of the topic?... (gee, everything here is rhetorical).
PS. save the constructive.
MQLs can also be used to test tick strategies, what does MT have to do with it? It's like accusing the operating system of not being able to do something.... The functionality is given by the programs, not the OS itself. You can collect data from the tumblr and test any strategy, you can use third party data.
The built-in tester provides only basic features for testing simple strategies. But the MQL itself is limited only by the imagination of the EA programmer.
Please, as they say the proofs in the studio. Show me:
1. How you will collect the data of the glass.
2. How you will put this cup data into MT5 for testing
And how to perform a historical test on this data.
Let's not make a big deal out of it. A simple ToR, two symbols as at the beginning of the branch BR-4.15 vs BR-5.15 (Options are not needed, they are not present here) at least the futures.
The main thing is to plot the delta (you can do it without the logarithm), the main thing is to plot the right asc minus asc or bid minus bid (at least that, I will not ask for additional analysis of the limits and their volume in the market, although it is important).
I agree that my knowledge of MT5 is outdated, so enlighten me. Here's the bet, here's the ticks, here's the bid history, here's the ask history, here's the easy and uncomplicated way we can do it...
Z.U. MQL is limited language and I don't think that you can prove that it's better than C++, C# type of language has limitations of programmer's imagination, but you don't have them...
I can also test any strategy on the betting history. Believe me, there are no more fish there than in any other trading venue.