Using high-frequency robots - how do brokers and DCs react? - page 7

 
Yuriy Asaulenko:

1 If quotes are coming in and you can make a TS for the terminal, then it's no problem to pull out the quotes too. Pull it out and test it. The tester, by and large, is just a cycle with substitution of quotes history to the TS. I do not see the problem. You can test it in MathLab (or wherever else). I've been testing in Excel and still am. I've done it in Excel and I'm still doing it.

On Real. I am testing it on real as well. I disabled order execution in TS, they are supposedly executed, and the virtual trades remain. We are writing everything in the database and then analyzing it.

I was talking about C++/C#, now Matlab and Excel )) I know Matlab, it's a far cry from the declared bundle. Not talking about Excel at all.

So you've decided to replace the conversion from MQL5 to C++/C# by the thorny path of getting quotes->conversion to Matlab/Excel->strategy writing in Matlab/Excel->conversion to C++/C# )))))))))))))))). Is this a joke?

 
Alexey Volchanskiy:

It was about C++/C#, now Matlab and Excel )) I know Matlab, it's a far cry from the stated bundle. Not talking about Excel at all.

So you've replaced conversion from MQL5 to C++/C# with a thorny path of getting quotes->conversion to Matlab/Excel->strategy writing in Matlab/Excel->conversion to C++/C# )))))))))))))))). Is this a joke?

I'm in SciLab - it's almost the same as MathLab, even compatible. And, by the way,it's not far from the claimed bundle at all). Everything can be tested in SciLab (MathLab) - I don't see a problem. I always used Excel as a tester before, all is there - test it. Any testing algorithms + any log files and any results processing, including graphic ones - Excel, as you may know (snide like this) has very good maths and graphical possibilities, and you can connect to anything with help of Reference. The performance? - Why does the tester need performance? I do not remember long 1 min TF run.

So you've traded the conversion from MQL5 to C++/C# for a thorny path - I haven't changed anything, that's how I've always worked. The conversion will wait for better times. I wrote in my blog that I've now tested the TS and started to make it. I plan to put it on the market in autumn for testing on the "real" market.

And now I am busy with small experiments in MKL and preparing for the future.