Advice on not using the MetaTrader 4 Strategy Tester - page 5
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Basically, it is clear that modelling is modelling. Apparently, the problem will be solved only when MT4 will store and use a tick chart for testing. Even if it results in huge volumes - it is better than looking for a black cat in a dark room.
You didn't understand anything. I have explained several times in this particular thread why burrowing into a tick chart will do nothing. Read it again.I do not think that you need my further explanation - it's like a peas in a pod.
rebus, you are, to put it mildly, a bit of a misunderstanding on "Also, very often there is an opening outside the bar. This is nonsense to me at all, because I thought that all ticks should be accounted for in the bar."
That struck me. I don't think you need my further explanation.
Who can argue with that :) Old age is no fun. They say that a happy man is one who has good health and a short memory. Unfortunately, my health is not good, but my memory is good :)
A joke on the subject (an old one):
Lieutenant Rzhevsky is travelling in the same compartment as Natasha Rostova. She has half a basket of eggs and in her handbag there is a silver dinner set.
Lieutenant:
- Natasha, tell me, why didn't you put everything in one basket?
- Lieutenant, my mother told me on the road that silver is blackened by eggs.
- Yes, you live and learn," murmured the Lieutenant, shifting the silver cigarette-case from his trouser-pocket to his travelling-bag.
mandor is banned for failing to provide evidence. Tell him to go somewhere else.
Not for nothing. Didn't have time to find out much from him.
rebus, you, to put it mildly, are a little wrong with "Besides, very often there is an opening outside the bar. This is nonsense to me at all, because I thought that all ticks should be accounted for in the bar." This struck me.
Basically, it is clear that modelling is modelling. Apparently, the problem will be solved only when MT4 will store and use a tick chart for testing. Even if it results in huge volumes - it is better than looking for a black cat in a dark room.
You didn't understand anything. I have explained several times in this particular thread why burrowing into a tick chart will do nothing. Read it again.I do not think that you need my further explanation - it's like a peas in a pod.
Do not get hot again. I'm not for using the tick chart directly, but for qualitative testing. How do you propose to reliably simulate real data? You can, of course, try to overload programs to infinity. But what for? There are some reasonable limits.
Don't get hot again. I am not in favour of using the tick chart directly, but of quality testing. How do you propose to reliably simulate real data? You can, of course, try to overload programs to infinity. But what for? There are some reasonable limits.
Then be kind, collect the tick data for a day, write them into a file, and then compare it with the tick history of the tester and publish the results with all the tables, errors, screenshots and conclusions. This will be the best proof of "problems due to lack of tick history".
mandor did not want to prove his opinion, maybe you can?
For example, Integer has acted constructively - conducted tests and honestly published his results in this thread.
Don't get hot again. I'm not in favour of using the tick chart directly, but I am in favour of quality testing. How do you propose to reliably simulate real data? You may, of course, try to load programs ad infinitum. But what for? There are some reasonable limits.
Then be kind, accumulate tick data for a day, write them to a file, and then compare with the tick history of the tester and publish the results with all the tables, errors, screenshots and conclusions. This will be the best proof of "problems due to lack of tick history".
mandor did not want to prove his opinion, maybe you can?
For example, Integer has acted constructively - conducted tests and honestly published his results in this thread.
What a kindergarten story. I myself was a manager of a rather large team of software developers for a long time and I see in your words only an unwillingness to significantly change the software. That's how it looks from the outside. On the other side they try to explain that they want to do their best to help you make your software better. And you make unserious attacks in response. I gave you two examples where test results did not coincide with the real-time demo. You have not reacted to it. Another person gave comments about possible reasons, for which I would like to thank him separately. You can, of course, stoop to tics and give you everything you ask for. But will it do you any good? You already see and understand better than I do. I don't understand why you have to put on a brave face.
The problem for me personally in the development of the program is not these differences. 2 or 3 points will not solve anything. They shouldn't solve anything. The problem is that if the results of testing do not correspond to the results of real work, then the question is, why do we need this testing at all? For a person to spend twice as much time, first making one version of the program, getting positive results on the tester, and then the second - forced, with the accompanying disappointment. Maybe it would be better to remove the possibility of testing from the terminal altogether? Or move it to a separate software component, for amateurs. Have you thought about it?
And once again I ask you to calm down. You will only undermine your health - we will miss you very much :) I think I speak for the majority of this forum when I say that everyone treats developers with great respect. And it is very frustrating when we see that these feelings are not reciprocated :(
Apparently, the problem will only be solved when MT4 stores and uses a tick chart for testing. Even if it costs huge volumes, it is better than looking for a black cat in a dark room.
You are deeply mistaken! The problem will be solved when traders have fully understood all of the possible real problems during order opening/closing in the market. After all, it is much easier to fully use the existing functions of the terminal and simply use them in trading, rather than demand that the developers store the trading history on the server and send it to everyone. However, this topic has already been discussed many times on this forum and on the related site http://www.metatrader4.com/ru/forum.
The articles on this site are devoted to existing problems and methods of their solution.
When I started getting acquainted with MQL4 a year ago there was much LESS information! I had to simply take the existing codes and using the descriptions of functions one by one guessed the meaning of operations in code. And later I would ask anything I did not understand on the forum. Usually there were people who could give me some hints. Now I have no problem opening/closing deals in time, as well as drawing something on charts. So, the only problem that remains is the idea that should be used in auto-trading, while the technical aspect can always be solved, even if not at once, but gradually.
Apparently, the problem will only be solved when MT4 stores and uses a tick chart for testing. Even if it costs huge volumes - it's better than looking for a black cat in a dark room.
You are deeply mistaken! The problem will be solved when traders have fully understood all of the possible real problems during order opening/closing in the market. After all, it is much easier to fully use the existing functions of the terminal and simply use them in trading, rather than demand that the developers store trading history on the server and send it to everyone. However, this topic has already been discussed many times on this forum and on the related site http://www.metatrader4.com/ru/forum.
The articles on this site are devoted to existing problems and methods of their solution.
When I started getting acquainted with MQL4 a year ago there was much LESS information! I had to simply take the existing codes and using the descriptions of functions one by one guessed the meaning of operations in code. And later I would ask anything I did not understand on the forum. Usually there were people who could give me some hints. Now I have no problem opening/closing deals in time, as well as drawing something on charts. So, the only problem that remains is the idea that should be used in auto-trading, while the technical aspect can always be solved, even if not at once, but gradually.
Thanks for the detailed and friendly explanations. I know one thing - the more you know, the better you understand that you know nothing. Especially with such complex things as the market. I myself, if I know the exact answer to a question, always help newbies. But now there is a streak of getting stuck in something. I tried not to get into smaller frames, especially in ticks. But with this championship everything is upside down. It seemed that I've found a pretty good idea. Tried everything, made it. In short, made a working layout, simple but tasteful. I ran it for a month on the demo. At first I had no complaints, but then I had some misunderstandings. That's why I started to find out. Somewhere I have turned out to be a fool myself, and somewhere I still can't find an answer or a solution on how to work around it. I will find it, of course. It is a question of time. I hoped that the developers can help me in some way, but all I get in return is "you are a fool". "It hurts, you know!"
I've only started getting acquainted with MQL4 in early summer. Although there are a lot of various materials and examples, I'm missing some serious recommendations on how to make a program that would work in reality. I'm not even referring to the idea of MTS. I am referring not even to the MTS idea but to the subtleties of real work with a broker. As I have tried to grasp the mechanism before, I immediately rejected too frequent opening-closing of positions - why should I poke fun at the broker? I know that we should pay much attention to logging. What else? Unfortunately, no one can or will tell me about the weaknesses. And you don't want to step on any rake. There is something fragmentary in an article about the Grail, but everything, too, is subjective and vague in my opinion. Someone in the forum suggested creating a template for beginners so that they don't stumble. But it's also kind of withering. Or no one really does not use the program to make a living or one of two :) So we have to do it the old-fashioned way - by yourself. Or if you come across an intelligent and experienced interlocutor.
You don't need words for programmers - you need technical and detailed evidence.
We've been writing purely informational and trading platforms for 6 years. We developed the first version of MQL back in 2001. We made mistakes, we experimented, learned and corrected our mistakes. By now we have a lot of internal research, which gives us confidence in understanding the situation and our actions.
And then some novice trader-programmers show up, making purely verbal statements/assumptions and teaching the developers how to write. That's all fine - we welcome advice and do a lot on request. But if you want to change someone else's much more elaborate solution, you have to do the research yourself first and publish the results.
So: back up your opinions and requests with elaborate evidence. It is precisely during the gathering of evidence that the failure of the theory is discovered. We have been building theories for many years, many of them have turned out to be absolute nonsense. But everyone has to go through the standard rake. So I will say it again:
"Having a ticking history is the key to accurate testing" is a standard rake that everyone should step on.
By the way, you are overreacting by stating:
How do you propose to reliably simulate real data?You could, of course, try to overload programs ad infinitum. But why? There are some reasonable limits.
No one is forcing you to load up indefinitely. But I'm trying to encourage you to do your own research on the quality of the MetaTrader 4 tester, so that you can see with your own eyes a difference of 1-2 pips. And then make a clear statement like "yes, the difference is 1-2 pips, it's enough to load by 2-3 pips to eliminate the effect of noise on the performance of an Expert Advisor". Do your research and post details, tables and screenshots on an example like this:ps: I am happy and passionate to participate in the detailed parsing and subsequent correction of our mistakes, as I root for our projects. Please excuse me for being too aggressive - it happens.