Is the advisor suitable for real life? - page 15
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Denis, you better tell me, where were you before with this masterpiece? And why haven't you made a lot of money yet...
There's disagreement with the actual bidding. The subject is deep. Trying to solve the problem. I just made the code the other day. If you want to discuss the topic, let's discuss it.
I don't know yet. Whether or not it will be profitable to trade on the real world. I'm just exhausted with the disagreements. Trying to work it out. I don't know how to do it.
Well, write down what the problem is, we'll discuss it.
The problem is that in the tester the terminal time TimeCurrent() = iTime[0] and is always divided by 60, and in real trading the terminal time at the beginning of each candle can take any values. It depends on the time when a new candle's tick appears.
Then, in the tester, for example, a candlestick started at 1200 seconds of terminal time, and the timing of next ticks 1202, 1207, 1209, 1211 ... 1240. And then the next candle starts with a tick 1260. Each candlestick starts with time 1200, 1260, 1320, 1380 etc. So the start time is always divided by 60. But have you noticed that there is a 20 second difference between the last tick of the current candle and the first tick of the next one. Sometimes this difference is 9 seconds, 12 seconds. But this difference is always much bigger than the difference between other ticks. It seems that the time is averaged at the beginning of the candle, and then it is equalized at the end of the candle. For example, the difference between the last tick of the current candle and the first tick of the following candle can be up to 2-3 minutes.
On-line. It's not like that. A candlestick can start at any time and end at any time. That is, the tick times online are very different from the tick times on the tester.
That is the problem.
The problem is that in the tester the terminal time TimeCurrent() = iTime[0] and is always divided by 60, and in real trading the terminal time at the beginning of each candle can take any values. It depends on the time when a new candle's tick appears.
Then, in the tester, for example, a candlestick started at 1200 seconds of terminal time, and the timing of next ticks 1202, 1207, 1209, 1211 ... 1240. And then the next candle starts with a tick 1260. Each candlestick starts with time 1200, 1260, 1320, 1380 etc. So the start time is always divided by 60. But have you noticed that there is a 20 second difference between the last tick of the current candle and the first tick of the next one. Sometimes this difference is 9 seconds, 12 seconds. But this difference is always much bigger than the difference between other ticks. It seems that the time is averaged at the beginning of the candle, and then it is equalized at the end of the candle. For example, the difference between the last tick of the current candle and the first tick of the following candle can be up to 2-3 minutes.
On-line. It's not like that. A candlestick can start at any time and end at any time. That is, the tick times online are very different from the tick times on the tester.
Here is the problem.
1. A delay of ticks in a boundary interval of a candlestick (shortly before the time) is, so to say, a human factor. That is, most often this pause is made deliberately by traders to avoid the appearance of a gap at the opening of a candle.
2. You said that the positions opened by your EA have targets exceeding the spread several times. Now you claim that ticks are a hindrance to trading. How is this consistent, please explain.
OnGoing:
1. A delay of ticks in the boundary interval of the candle (shortly before the expiry time) is a human factor, so to speak. I.e., this pause is usually made by traders deliberately, to avoid the appearance of a gap at the opening of the candle, which the market does not like, because after that it will have to go back and close the gap.
2. You said that the positions opened by your EA have targets exceeding the spread several times. Now you claim that ticks are a hindrance to trading. How does this fit in, please explain.
I do not understand anything. For example, on hourly candlesticks the visualization of the tester shows a jump of 2-3 minutes when moving from the end of the current candlestick to the next one. This means the tester shows wrong tick times. That is TimeCurrent() does not show that time which was in reality.
I do not know yet exactly how much this fact influences profit, but the fact is that trades in real time are not opened there as in the tester.
For example, I need to measure a 20 second interval from the start of a minute candle. After 20 seconds the tester shows one price, but in reality the price is different.
The difference may be 2-3 seconds in this interval, and in 2-3 seconds the price can change.
That is, if in reality, 20 seconds after the start of a minute candle, we get to the 10th tick, and in the tester, we get to the 13th tick is acceptable.