a return to the fairy tale - page 3

 
IgorM:
the only problem is i dont know how to use volumes fromdukas - they give you volumes for both asc and bid, very useful information, it's hard to overwrite it with OHLC ;)

i don't know what's the point? you can just collect ticks from mt ... quotes will have to transfer not only ticks but also minutes from ducas

and for trading indukas you still have to write an expert in java

 
atik:

What's the point of it? you can just collect ticks from mt....then not only ticks need to be transferred from ducas, but also minutes

You'll have to write an Expert Advisor in java to trade in Dukas


Why do I need to collect data if there is ready historical data on ticks in the ducas?

And if you have a tick TF, you can start pipsing in the tester by the opening prices, and you will obtain quality data for analyzing strategies?

I do not want to trade on the ducas, but I need high-quality data for scalping/pipsing

 

I've figured out the root of the problem in wok on duke... I've figured out the root of the problem in Wok... In Wok it's impossible to transfer the code verbatim...(I need to invent a calculator)... but it gave me an idea - to compare not tics but discrete time values ( as the ticks come in real time)... but it gave me an idea - to compare not tics values but discrete time values ( as they come in real time).

But it suggested the idea - to compare not tickwise values but discrete in time ( since real ticks don't come evenly in time like in the tester) it may be possible to reach tester results on the account ... ( or even smoothed results ... for example using an average value of several ticks )

 

I, on the other hand, went back to "the root of all evil" :), using the program from the article above, trying to get a good quality history in MT4

Can you share the wok code for giforce? it would be interesting to see

 
IgorM:

I, on the other hand, went back to "the root of all evil" :), using the program from the article above, trying to get a good quality history in MT4

I'm trying to get a good history in mt4 using the above link.


the code does not work ... the calculator does not work ... so the Speed value in it works only =1

if you need it i will send it ... but i am currently reworking it ... i am inventing a calculator ... (i.e. in this form it takes into account 1 tick ... and this is nonsense)

Files:
woc.rar  11 kb
 
IgorM:

I don't want to trade on ducas, but I need good data for scalping/piping


i can't trade with scalping/scalping data, but i don't want to... i need high quality data when i trade with scalping/scalping ... i need more scalping/scalping data ... but where else would i trade with scalping/scalping ? only with NdS ... but they bridge the same dookie ... the owners double the commission for themselves and a delay of a couple ticks for the bridge ...
 
So you download the data and create a separate TF ... but the time proportionality will be lost ! ticks come unevenly in time ... so the test in mt again will be unreliable !
 

Damn! on the account indukas works and in the tester does not want to!

I dont understand what the fuck... ( in the tester, the counter does not count more than 1 tick )

28.02.201111:40:22Order #77963625, Position #17601423SELL5 000 000.00EUR/USDSL bid < 1.38455Average 1.384526FILLED
11:40:22.768Trade #599281783 190 000.001.38453
11:40:22.769Trade #1-599281801 810 000.001.38452
28.02.201111:38:27Order #77963624, Position #17601423.BUY5 000 000.00EUR/USDAverage 1.38434FILLED
11:38:27.344Trade #1-599277475 000 000.001.38434
28.02.201111:33:51Order #77962266, Position #17601240SELL5 000 000.00EUR/USDSL bid < 1.38399Average 1.383984FILLED
11:33:51.712Trade #599255842 250 000.001.38399
11:33:51.712Trade #599255852 440 000.001.38398
11:33:51.713Trade #59925586310 000.001.38397
28.02.201111:29:46Order #77962265, Position #17601240.BUY5 000 000.00EUR/USDAverage 1.383947FILLED
11:29:46.117Trade #599249891 500 000.001.38394
11:29:46.119Trade #1-599249923 500 000.001.38395
 
01.03.201113:48:28Order #78291781, Position #17663597SELL7 210 880.00EUR/USDTP bid > 1.3822Average 1.382238FILLED
13:48:28.942trade #602436586 000 000.001.38224
13:48:28.943Trade #602436591 210 880.001.38223
01.03.201113:47:49Order #78291764, Position #17663597.BUY7 210 880.00EUR/USDAverage 1.382087FILLED
13:47:49.265Trade #602434992 250 000.001.38207
13:47:49.265Trade #602435001 500 000.001.38208
13:47:49.266Trade #602435011 500 000.001.38209
13:47:49.266Trade #602435021 960 880.001.38211
01.03.201113:44:11Order #78291051, Position #17661759.BUY7 065 710.00EUR/USDAverage 1.381505FILLED
13:44:11.434Trade #602413272 250 000.001.38149
13:44:11.434Trade #602413283 580 000.001.38151
13:44:11.435Trade #602413291 235 710.001.38152
01.03.201113:44:11Order #78290237, Position #17661759.BUY7 065 710.00EUR/USDTP ask < 1.3813CANCELLED
01.03.201113:40:27Order #78290208, Position #17661759SELL7 065 710.00EUR/USDAverage 1.381836FILLED
13:40:27.574Trade #602405434 500 000.001.38184
13:40:27.574Trade #602405442 250 000.001.38183
13:40:27.575Trade #60240545315 710.001.38182
01.03.201113:39:50Order #78290102, Position #17661613.BUY7 056 970.00EUR/USDAverage 1.381967FILLED
13:39:50.146Trade #602404431 500 000.001.38194
13:39:50.147Trade #1-602404462 536 970.001.38198
13:39:50.147Trade #602404443 020 000.001.38197
01.03.201113:39:50Order #78289194, Position #17661613.BUY7 056 970.00EUR/USDTP ask < 1.38175CANCELLED
01.03.201113:35:11Order #78289166, Position #17661613SELL7 056 970.00EUR/USDAverage 1.382027FILLED
13:35:11.402Trade #602395381 500 000.001.38204
13:35:11.402Trade #602395391 580 000.001.38203
13:35:11.403Trade #602395403 976 970.001.38202
01.03.201113:32:34Order #78287830, Position #17661349.BUY7 000 500.00EUR/USDTP ask < 1.38215Average 1.38215FILLED
13:32:34.180Trade #1-602376067 000 500.001.38215
01.03.201113:28:28Order #78287807, Position #17661349SELL7 000 500.00EUR/USDAverage 1.382303FILLED
13:28:28.598Trade #602368353 000 000.001.38232
13:28:28.599Trade #602368364 000 500.001.38229
01.03.201113:28:15Order #78287771, Position #17660973.BUY6 955 200.00EUR/USDAverage 1.382513FILLED
13:28:15.045Trade #602368031 500 000.001.38250
13:28:15.046Trade #602368041 710 000.001.38251
13:28:15.046Trade #602368053 745 200.001.38252
01.03.201113:28:15Order #78285186, Position #17660973.BUY6 955 200.00EUR/USDTP ask < 1.3823CANCELLED
01.03.201113:23:27Order #78285038, Position #17660973BUY6 955 200.00EUR/USDTP ask < 1.38162CANCELLED
01.03.201113:22:59Order #78284990, Position #17660973SELL6 955 200.00EUR/USDAverage 1.382644FILLED
13:22:59.621Trade #602356252 250 000.001.38266
13:22:59.622Trade #602356261 500 000.001.38265
13:22:59.623Trade #602356273 205 200.001.38263
01.03.201113:22:25Order #78284891, Position #17660856BUY6 891 830.00EUR/USDAverage 1.382736FILLED
13:22:25.660Trade #602355261 500 000.001.38271
13:22:25.660Trade #602355271 690 000.001.38273
13:22:25.662Trade #1-602355303 701 830.001.38275
01.03.201113:22:25Order #78284886, Position #17660856.BUY6 891 830.00EUR/USDTP ask < 1.38265CANCELLED
01.03.201113:22:24Order #78284084, Position #17660856BUY6 891 830.00EUR/USDTP ask < 1.38265REJECTED
01.03.201113:18:07Order #78284061, Position #17660856SELL6 891 830.00EUR/USDAverage 1.382905FILLED
13:18:07.963Trade #602337613 750 000.001.38291
13:18:07.964Trade #602337623 000 000.001.38290
13:18:07.964Trade #60233763141 830.001.38289
01.03.201113:17:25Order #78283916, Position #17660818.BUY7 051 870.00EUR/USDAverage 1.383267FILLED
13:17:25.130Trade #602336342 270 000.001.38326
13:17:25.131Trade #602336354 781 870.001.38327
01.03.201113:16:59Order #78283804, Position #17660818SELL7 051 870.00EUR/USDAverage 1.382996FILLED
13:16:59.321Trade #602335141 500 000.001.38302
13:16:59.321Trade #602335151 500 000.001.38300
13:16:59.322Trade #602335162 330 000.001.38299
13:16:59.322Trade #602335171 721 870.001.38298
01.03.201113:15:03Order #78283225, Position #17660714SELL7 054 610.00EUR/USDREJECTED
01.03.201113:15:03Order #78283226, Position #17660714BUY14 000 000.00EUR/USDSL ask > 1.3831CANCELLED
01.03.201112:41:46Order #78275550, Position #17657683SELL6 790 830.00EUR/USDSL bid < 1.38136Average 1.381349FILLED
12:41:46.468Trade #602253141 500 000.001.38136
12:41:46.469Trade #602253153 000 000.001.38135
12:41:46.469Trade #602253162 290 830.001.38134
01.03.201112:38:27Order #78275549, Position #17657683.BUY6 790 830.00EUR/USDAverage 1.38075FILLED
12:38:27.479Trade #1-602245766 790 830.001.38075
01.03.201109:04:37Order #78198228, Position #17648114SELL7 050 180.00EUR/USDSL bid < 1.3838Average 1.383791FILLED
09:04:37.115Trade #601649211 500 000.001.38380
09:04:37.116Trade #601649224 500 000.001.38379
09:04:37.116Trade #601649231 050 180.001.38378
Dukascopy Bank SA ICC, Route de Pré-Bois 20, 1215 Geneva 15, Switzerland. Tel: +41 22 799 4888. Fax: +41 22 799 4880
 

Interesting situation: on Duke it earns (with Speed parameter =2 only ... if more than that, then the deals are yum) in mt on ndd with any parameter - lysed...

If more accurate in the mt also earned but one elk even close at once kills all that earned ... ( more on that, it also takes a loss )