Is the advisor suitable for real life? - page 17
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Now this is interesting. Where in the terminal does it say the number of ticks,
Doesn't Volume show the number of ticks? Or am I misunderstanding something?
My opinion, if I may:
The tester probably makes the time between ticks equal to the number of seconds in a bar divided by the number of ticks(tick volume). If 20 ticks came in a minute, the tester will start a new tick every 3 seconds. If 30 ticks came in, the tester will tick every 2 seconds. But in real life, they may come in batches, or every 10 seconds. If the TC is tied to tick arrival time, the tester intra-bar data is not an option, if we are talking about counting ticks, and not minutes, for example.
My opinion, if I may:
The tester probably makes the time between ticks equal to the number of seconds in a bar divided by the number of ticks (tick volume). If 20 ticks came in a minute, the tester will start a new tick every 3 seconds. If 30 ticks came in, the tester will tick every 2 seconds. But in real life, they may come in batches, or every 10 seconds. If the TC is tied to tick arrival time, the tester intra-bar data is not an option, if we are talking about counting ticks, and not minutes, for example.
No. I have tested it. Inside a candle the time is set arbitrarily. Tried looking for a correlation - no luck. And there is a time jump between bars.
Doesn't the Volume show the number of ticks? Or maybe I do not understand it correctly.
Oh, sorry, that was my mistake. Of course, tick volume, and the bar is already modelled on it.
And yet, as said above, it is highly undesirable to be dependent on ticks. For example, consider working with the same TS, but with multiple increase of entry period up to 60 seconds.
Then it would be possible to open on minute candlesticks, which is more reliable. But there will be differences here as well.
Oh, sorry, that was my mistake. Of course, tick volume, and the bar is already modelled on it.
And yet, as said above, it is highly undesirable to be dependent on ticks. For example, consider the possibility of working of the same TS, but with multiple increase of the entry period up to 60 seconds.
Then it would be possible to open on minute candlesticks, which is more reliable. Although there will be differences here as well.
There are of course options on how to change things. I myself am already confused as to how to make things better so that everything fits together. In some cases deals get lost, in others the slippage grows. I used to work with prices instead of time, and there were no such problems. My head is pounding for two days in the tester.
I'm going to go watch football.
How can you even work on the minutes?
The lower the spread/average trade ratio, the more likely you are to stay in the black.
How can you even work on the minutes?
The lower the spread/average trade ratio, the more likely you are to stay in the black.
On the contrary. The more trades, the faster you will make a profit. I used to think the same as you. But trading on the clock, it is very common for trades to go from plus to minus and vice versa. Sometimes I have to wait to close them for days. It is not only tiresome, but looking at it, you see how the market seems to pass your deal without paying attention to it. A lot of efficient sections are wasted. It is better to catch small movements in these sections. The most optimal variant of stop-profit is 10-20 points, I think. On the euro, the spread is 1-2 points. I.e. stops much larger than spread. By making a large number of deals you can accumulate profit faster.
Get to grips with the issue of "TICKETS IN TESTER" and it will clear up straight away.
This topic has been discussed on the forum many times.
Can we find out more about what you mean. I did a forum search and there doesn't seem to be anything relevant. What do I need to learn?
On the contrary. The more trades, the faster you will make profit. I used to think the same as you. But trading on the clock, trades often go from profit to loss and vice versa. Sometimes I have to wait to close them for days. It is not only tiresome, but looking at it, you see how the market seems to pass your deal without paying attention to it. A lot of efficient sections are wasted. It is better to catch small movements in these sections. The most optimal variant of stop-profit is 10-20 points, I think. On the euro, the spread is 1-2 points. I.e. stops much larger than spread. By making a large number of deals you can accumulate profit faster.
I agree with this 100%! I come to the same conclusion again and again...
The MM should be gentle, not overpowering the main thing. And the average yield will be much more stable with a larger number of trades.
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 deliberately by traders in order to avoid 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.
Will you just remove it, or shall we discuss it?