The miracles continue! - page 3

 
Figar0 писал(а) >>

If you want help, not communication:

1) Post full test results, pictures won't tell anyone anything.

2) Describe the expert, what he uses and on what TFs he works (better post the expert too).

1) I have posted it.

2) I built it on the basis of my indicator, it does not work with history. Its working principle: it accumulates ticks in a reverse array, compresses them and then filters. The logical unit that generates trading signals is controlled based on parameters obtained from different filters. TS is on M5, but it is only for convenience of trade, because the principle of ticks processing on a zero bar.

My main question was if someone had encountered such a problem, as for help, I understand that here the inadequacy of the terminals themselves, how can you help me with this?

 
coaster писал(а) >>
And where did the first two buys on the day of knowledge get lost? The rule of position opening must be the same? "Who" didn't want to (or couldn't) open according to the rules?

That's the question, where to? TC I just copied from one terminal to the other, so the logic of operation must have been exactly the same.

 
Angela писал(а) >>

I say again, the difference in the experiment is only in the terminals, one is loaded with Alpari, the other with MQ, but the story for it is also with Alpari, naturally, and the TS is the same. And it has nothing to do with the market, it's a question for DCs.

The test is performed on very fresh data, if the terminal accesses the server, it is possible that the latest history is re-synchronized with the server.

Plus, the different quality of the test clearly shows a mismatch of quotes, the terminal has nothing to do...

If you want to share your quotes history, it's important to understand that your knowledge of the subject is not very good, so why not start with the stove? How do you download the Alpari history, how did you recalculate all the TFs, how did you copy etc.

 
Angela писал(а) >>

I say again, the difference in the experiment is only in the terminals, one is loaded with Alpari, the other with MQ, but the story for it is also with Alpari, naturally, and the TS is the same. And it has nothing to do with the market, it's a matter for the DC.

Too cool. Are you sure it's not one of the variations below?

Murphy's Law
If any mishap can happen, it will happen.

Consequences

  1. Things are not as easy as they seem.
  2. All work takes more time than you think.
  3. Of all the troubles, the one whose damage is greater will happen.
  4. If four causes of possible trouble can be eliminated beforehand, there will always be a fifth.
  5. Events that are left to themselves tend to go from bad to worse.
  6. As soon as you take on some work, there is another that has to be done even sooner.
  7. Every decision breeds new problems.

Callaghan's comment on Murphy's Law
Murphy was an optimist!

Renard's observation.
There are times when everything succeeds. Don't be horrified, it will pass.

Laws of Cheesholm

  1. Everything that can go bad, goes bad.
    Corollary:
    • Anything that can't go wrong goes wrong too.
  2. When things go well, something must happen in the very near future.
    Consequence:
    • When things are going badly, they will go even worse in the very near future.
    • If you think things are getting better, then you have missed something.
  3. Any suggestions people understand differently than the person making them.
    Implication:
    • Even if your explanation is so clear that it rules out any misinterpretation, there will still be someone who misinterprets you.
    • If you're sure what you're doing is universally praised, someone isn't going to like it.

Scott's Law
It doesn't matter if something goes wrong. Perhaps it looks good.

Finagle's Laws

  1. If the experiment is successful, something is amiss...
  2. In any set of inputs, the most reliable value that requires no checking is wrong.
  3. If the work fails, any attempt to salvage it will only make matters worse.

Ginsberg's theorem
You can't win. You can't stay on your own. You can't even get out of the game.

Ehrman's comments

  • Before it gets better, the situation gets worse.
  • Who says it will improve?

Murphy's Law of Thermodynamics.
Things get worse under pressure.

Everitt's Second Law of Thermodynamics
The confusion in society is constantly increasing. Only by very hard work can it be reduced somewhat. However, this very attempt will lead to an increase in cumulative confusion.

Pudder's Laws

  1. Everything that starts well, ends badly.
  2. Everything that starts bad, ends worse.

Stockmire's theorem
If it looks easy to do a job, it will certainly be difficult. If it looks hard, it is absolutely impossible to do it.

Zimmerga's Law of Systems Dynamics
If you have already opened a can of worms, the only way to seal them again is to use a bigger can.

Emerson's law of infinite fall
Beneath every abyss reveals another, even deeper one.

Mark Twain's law of stardom
Once in a lifetime fortune knocks at every man's door, but in many cases the man is sitting in a nearby joint at the time and does not hear her knock.

 
Angela >> :

That's the question, where to? TC I just copied from one terminal to another, so the logic should have been exactly the same.

There's only one logic to it. "Pharaoh said so." :)

And so, don't be lazy, and compare the bars. At least in the report. There is such a point: bars in the story.

 
Angela писал(а) >>

ticks are being accumulated in the reverse array

Oops... Ticks ?)

Hopefully at least a TF of 1 min? It's simple, post screenshots of visual tests of 2 of these passes, where there is divergence in trades...

 
joo >> :

Try to re-run Expert Advisor on both terminals, will the results be the same?

Try to re-run the Expert Advisor on both terminals, will the results be the same?

 
Angela >>: ticks are accumulated into a reverse array, compressed and then filtered. Based on the parameters received from different filters, the logical block that generates trading signals is controlled. The TS stands on M5, but it is only for the convenience of trading, because the principle of ticks processing is on a zero bar.

In the tester, ticks are simulated.

The Expert Advisor test will only be adequate on a real account.

 

Angela писал(а) >>

..principle of operation: ticks are accumulated in a reverse array, compressed and then filtered. The parameters received from the different filters are used to control the logic block, which generates the trading signals.

So, I understand that the inadequacy of the terminals themselves is there, how can you help me with this?

I will join the previous comrades in their opinion.

1. Strategies with bar opening controls work stably in the tester, in contrast to postics. The developers have repeatedly warned about the undesirability of tick strategies due to their increased sensitivity to history data.

2. A sophisticated Expert Advisor of an average author can show a swine flu growth chart instead of the balance.

3. With the process you have described, taking into account that ticks are generated by the tester from minute data, the slightest difference in the history can lead to a snowball effect. A slight change in the minute history leads to significant changes in the tick stream, and the specific methods of processing and filtering sensitively catch those differences and produce inconsistent data for the logic unit. Roughly speaking, the Expert Advisor works on noise.

4. I do not want to offend you, but when fighting with the terminal I always had to admit my own inadequacy in the first place. :))

 
joo писал(а) >>

Try to run the Expert Advisor again on both terminals, will the results be the same?

The wonders continue!

I ran the tests again, of course I didn't change anything from the previous ones, I only pressed the start buttons, the only difference was that now the testers worked with the terminals connected to the server and not in autonomous mode.

In the terminal with MQ, which was used for development and debugging of TC, the test was absolutely the same as the previous one:

Time Type Order Volume Price S / L T / P Profit Balance
1 2009.09.02 10:55 buy 1 0.10 1.61527 0.00000 0.00000
2 2009.09.02 12:40 close 1 0.10 1.61966 0.00000 0.00000 43.90 1043.90
3 2009.09.03 05:25 buy 2 0.10 1.62826 0.00000 0.00000
4 2009.09.03 08:10 close 2 0.10 1.63116 0.00000 0.00000 29.00 1072.90
5 2009.09.03 11:05 buy 3 0.10 1.63618 0.00000 0.00000
6 2009.09.03 12:20 close 3 0.10 1.63842 0.00000 0.00000 22.40 1095.30
7 2009.09.04 16:35 buy 4 0.10 1.63453 0.00000 0.00000
8 2009.09.04 18:10 close 4 0.10 1.63968 0.00000 0.00000 51.50 1146.80
9 2009.09.08 10:30 buy 5 0.10 1.64892 0.00000 0.00000
10 2009.09.08 12:10 close 5 0.10 1.65647 0.00000 0.00000 75.50 1222.30
11 2009.09.15 13:05 buy 6 0.10 1.64922 0.00000 0.00000
12 2009.09.15 14:39 close 6 0.10 1.64473 0.00000 0.00000 -44.90 1177.40
13 2009.09.15 18:10 buy 7 0.10 1.64386 0.00000 0.00000
14 2009.09.15 19:05 close 7 0.10 1.64628 0.00000 0.00000 24.20 1201.60
15 2009.09.16 17:10 buy 8 0.10 1.64978 0.00000 0.00000
16 2009.09.16 20:45 close 8 0.10 1.65010 0.00000 0.00000 3.20 1204.80
17 2009.09.18 11:00 buy 9 0.10 1.63481 0.00000 0.00000
18 2009.09.18 14:51 close 9 0.10 1.63479 0.00000 0.00000 -0.20 1204.60
19 2009.09.18 19:15 buy 10 0.10 1.62649 0.00000 0.00000
20 2009.09.18 22:57 close 10 0.10 1.62693 0.00000 0.00000 4.40 1209.00
21 2009.09.21 17:40 buy 11 0.10 1.62314 0.00000 0.00000
22 2009.09.22 08:40 close 11 0.10 1.62798 0.00000 0.00000 48.35 1257.35
23 2009.09.23 23:20 buy 12 0.10 1.63480 0.00000 0.00000
24 2009.09.24 02:15 close 12 0.10 1.63579 0.00000 0.00000 9.75 1267.10
25 2009.09.25 03:30 buy 13 0.10 1.59311 0.00000 0.00000
26 2009.09.25 06:45 close 13 0.10 1.60030 0.00000 0.00000 71.90 1339.00

On the terminal with Alpari the test is different, with the simulation quality, after connecting to the server, also became n/a, and the number of simulated ticks has changed:

Time Type Order Volume Price S / L T / P Profit Balance
1 2009.09.01 12:30 buy 1 0.10 1.62405 0.00000 0.00000
2 2009.09.01 15:02 close 1 0.10 1.61956 0.00000 0.00000 -44.90 955.10
3 2009.09.01 20:40 buy 2 0.10 1.61502 0.00000 0.00000
4 2009.09.01 21:20 close 2 0.10 1.61719 0.00000 0.00000 21.70 976.80
5 2009.09.02 10:55 buy 3 0.10 1.61528 0.00000 0.00000
6 2009.09.02 12:40 close 3 0.10 1.61966 0.00000 0.00000 43.80 1020.60
7 2009.09.10 13:15 buy 4 0.10 1.65558 0.00000 0.00000
8 2009.09.10 14:37 close 4 0.10 1.66348 0.00000 0.00000 79.00 1099.60
9 2009.09.11 04:30 buy 5 0.10 1.66885 0.00000 0.00000
10 2009.09.11 08:25 close 5 0.10 1.67141 0.00000 0.00000 25.60 1125.20
11 2009.09.14 12:30 buy 6 0.10 1.65500 0.00000 0.00000
12 2009.09.14 14:23 close 6 0.10 1.65580 0.00000 0.00000 8.00 1133.20
13 2009.09.15 13:05 buy 7 0.10 1.64923 0.00000 0.00000
14 2009.09.15 14:37 close 7 0.10 1.64474 0.00000 0.00000 -44.90 1088.30
15 2009.09.16 20:45 buy 8 0.10 1.65037 0.00000 0.00000
16 2009.09.17 08:50 close 8 0.10 1.65466 0.00000 0.00000 42.75 1131.05
17 2009.09.18 11:00 buy 9 0.10 1.63482 0.00000 0.00000
18 2009.09.18 14:51 close 9 0.10 1.63479 0.00000 0.00000 -0.30 1130.75
19 2009.09.18 19:15 buy 10 0.10 1.62652 0.00000 0.00000
20 2009.09.21 00:00 close 10 0.10 1.62154 0.00000 0.00000 -49.85 1080.90
21 2009.09.21 01:40 buy 11 0.10 1.62618 0.00000 0.00000
22 2009.09.21 07:07 close 11 0.10 1.62168 0.00000 0.00000 -45.00 1035.90
23 2009.09.21 17:40 buy 12 0.10 1.62315 0.00000 0.00000
24 2009.09.22 08:40 close 12 0.10 1.62798 0.00000 0.00000 48.25 1084.15
25 2009.09.23 23:20 buy 13 0.10 1.63481 0.00000 0.00000
26 2009.09.24 02:15 close 13 0.10 1.63579 0.00000 0.00000 9.65 1093.80
27 2009.09.25 03:30 buy 14 0.10 1.59312 0.00000 0.00000
28 2009.09.25 06:45 close 14 0.10 1.60030 0.00000 0.00000 71.80 1165.60

This is getting more and more interesting!