An effective trading strategy based on multi-currency analysis of multiple DCs - page 11
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It might not be that simple. What if the differences are mainly due to the fact that the DCs are receiving information from different sources? In that case you will only be introducing additional distortions. But in any case try it, just be careful not to introduce additional interference.
Of course, that's what visualization of graphs is for, to see these distortions:) In any case, you have to write a server, which will also distinguish the interference, everything in principle is already clear, you just have to do it:) I always said, human brain is a virus:) I had a major problem, how to trace the server shutdown in the Metatrader, because no events are received, now I've found the surest way not to do it :) After all, if one DC goes down, there is another DC. With all that said, there is no smell of hacking here as only drawdowns can be used for pipsing, which is exactly what the filters absorb, and when it all makes up just a picture for analysis, then you can only use this data for analysis, not for pipsing on vulnerabilities.
http://www.zetms.ru/catalog/programs/zetlab/filtrdiff.php
Check out this link, I think you might find something useful. http://www.zetms.ru/catalog/programs/zetlab_studio/
http://www.zetms.ru/catalog/programs/zetlab/filtrdiff.php
Otherwise I prefer to do almost from scratch, otherwise I would not have thought to use the SQL server, when you do from scratch, no need to understand how and what works, let alone look for methods to increase productivity, because in the subtleties you understand how it works:) What is unnecessary, what is necessary, it is not difficult to determine:) True, I know how SQL servers work, so I'm not burning desire to use them. Query languages are absolutely useless to me, if only for compatibility:)
Isn't it beautiful? I've been watching this gibberish for half a day now, and on everything without exception, such lively pictures come out:) From time to time and the situation:) And one more beautiful than the other:) The left one never gives up, even if to his own detriment:) And the right one sometimes moping more than the left one for trifles:)
For example, like this, moping creeps up unnoticed:)
Obviously both use filters, the left is large-calibre, the right small-calibre:)
Smaller, shallower http://community.xnsnet.ru/photos/mtterm/images/58/original.aspx and even shallower http://community.xnsnet.ru/photos/mtterm/images/59/original.aspx a thousand and a half ticks:)
Matrix is where the neo: http://community.xnsnet.ru/photos/mtterm/images/60/original.aspx five thousand ticks:) Comparison http://community.xnsnet.ru/photos/mtterm/images/61/original.aspx
Piligrimm, tell me, how can you use mt to chart a close of any currency pair on a chart of another currency pair?
With the help of the iClose function form a file which contains all the necessary instruments, then for each instrument get an averaging ratio, for example, you sum up the last 100 bars for each instrument and divide by 100. After that, all data for each instrument divided by its coefficient, as a result you get values of all instruments fluctuating around one (by the way, it is convenient for further processing using neural networks, all data are normalized), after that you multiply the values of the instrument that you want to display on another chart by the coefficient that was obtained for the instrument on the chart which you are going to display.
OK, I understand how you take the clones of the selected pairs via iClose. Then you write these values to a file (I wonder what kind of file and what format?).
Then, I guess you somehow open this file in MT4 and it draws all the values in the form of lines connecting the Close of different instruments. At least in your screenshot, where lines connecting the cloze GBPUSD, AUDUSD and EURUSD are drawn, let alone the trend lines drawn according to some algorithm. I was just wondering how, without drawing these lines in the EA or indicator, you were able to display all three pairs in the form of lines of different colours connecting close?
No, but if the crux of the matter is data, I think it will soon cease to be a big problem, and converting it to any kind of output will not be a problem:) What scares me the most about this case is disconnects, which are not that rare, that's why the question of collecting data from several DCs at once came up, and since I can even see how this data can be combined, there are benefits in this, for sure. I think that if this case is globalized, that is, for example, disconnect due to the fault of the provider, there will be people who have the missing piece of iterium. The whole question is a real need, if the need arises then it is demanded, and the resource of this scale is not difficult to organize:)). I am interested in another thing, for sure there are such resources, the whole question is the quality of data, whether they will be prigotory only one DC, which filters them like what I showed in the screenshots. Imagine a resource like Wikipedia, in which everyone can add something of their own without fear that it will spoil the overall picture. Perhaps we will come to this sooner or later :) For example, each client will be able to compare server's data with data of his or other brokerage companies. After all, then the brokerage companies will be in an awkward situation, when everyone will have the opportunity to assess what they offer:) And if it proves to be true, then for sure there will be people who will help to develop this case:)
In my experience it is not difficult to adapt a terminal like MetaTrader for that, I'm doing it :). I have done it:) Besides, many people use it all the time, around the clock, so it can be done in real time. How about this idea - it's not new - if every hundredth user will help with his data in real time, at least for comparison, it's easy to identify the culprits - they can shut down access to data entry and delete their historical data from replenishing the picture. For example, only ten users at a time will be allowed to enter data for a particular DC:) Besides this action will increase popularity among users of the terminal itself, but maybe it will play a bad name among brokerage companies, I do not know, as I can judge only from user's point of view. In any case, I think that if there are no such resources, they will appear and one of them will be at the peak of popularity, for example, by creating a range of servers in different countries. I well remember and know the history of wikipedia, so why not:) Maybe I'm not the first to come up with this idea, already used to be at least the second one:)
In general, I approve of the idea to collect data even in ticks or minutes from different brokerage companies during a long period of time - but we will have to wait long, but this will be real data and brokerage companies will not filter it out in their history and there will be one place in the Internet where you can find data from different brokerage companies on MT for a long period of time. Of course we have MQ, but to check the robustness of the system we should use data of different brokerage companies for a long period of time, at least for one year. If there was a server for quotes - who would organize such a service? :)
xnsnet maybe you would do it? If you will get a server with MT4 and your extension, that will collect ticks and will search all connected clients (your extension for MT) for data missing for broker and fill the gaps in quotes on the server. Also it may use ticks to make minute bars or collect them in parallel with ticks as they are in the terminal.
An interesting project by the way ;)
I could write extension client version in C++ for those who don't want to install Dot no for example.
By the way, here is a link to the use of wavelet transform in conjunction with neural networks: http://library.mephi.ru/data/scientific-sessions/2001/Neuro_Lect/2343.htm there is an example:
"Financial time series analysis and significance of factors in neural network modelling".
And another link: http: //www.tradeways.org/wave_4.php
Thank you for these links. I will definitely have a look at it.