a return to the fairy tale - page 5
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You have made a perfectly valid attempt to get rid of looking ahead in this EA - to open only at the beginning of a bar. If, when properly implemented, this EA would show profit, then it would be just as suitable for real. Because all one would have to do is to simulate the synthesis of tester ticks.
All this, of course, is nonsense. It is better to test such ideas on tick data from the beginning.
but only useful when synthesising previous ticks at the time of opening and not when using previous real ones...
Yes, in this case a positive test result would only require basic synthesis of previous ticks.
Small pips, especially where there are market orders, it is always desirable to test on real tick data.
P.S. And, of course, it is stupid to test on some A-NDD. For pipsing, it is always necessary to create the best trading conditions, and not just any.
P.P.S. You can first test with zero spread and commission. Then start increasing overheads and analyse how it affects the result.
Yes, in this case a positive test result would only require basic synthesis of previous ticks.
Small pips, especially where there are market orders, it is always desirable to test on the real tick data.
Well, it's clear that you should check it on the account at the end and not in the tester... But as long as there is no working system, just write a test bench with flexible settings... ...and then to work on the emulator...
time frame m1
It's self-defeating:
This is self-defeating:
Of course it's not an exact entry condition... it's just an opportunity to set boundaries for further experimentation.
moscow wasn't built in a day...
I think there are people who can explain to you better than I can why your condition is self-defeating.
I don't think so ! Those who can, I don't think they'll find it necessary...
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 mt4 the ones add up to Speed value... and in Wok this sum is reset with every cycle... so I can't transfer the code there verbatim...(I need to invent a calculator)
But it suggested an idea - not to compare tick values but discrete in time (since real ticks do not occur evenly in time like in the tester) it may be possible to obtain tester results on an account...( and even if I smooth the result... for example, by using an average value of several ticks)
I couldn't help it. I've been saying it for 1000 years... about the tick history... it takes me so long to get it. But I'm glad at least someone understood this simple truth (highlighted in red)... and that you need to smooth ticks, not bars. well done too (you need to iron only the right algorithms...)
HI ... many candlesticks analyzed here (sperandeo ... etc ) at least once take a pencil and draw how the ticks are positioned in the candle ... much will become clearer. Take a pencil and draw once...
...Ironing should only be done with the right algorithms...
What are the "right ones" according to your criteria? Maybe you could share some specific examples? Maybe I've missed something... I'd be happy to pencil you in :)
...Small pips, especially where there are market orders, it is always advisable to test on real tick data...
I would also add - on an ECN demo