The market is a controlled dynamic system. - page 215

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Is this robot's work online or is testing it on a story so beautiful?
 
All live.
 
_new-rena:
... Do you use ticks or just history?
I use a tick history. It won't work any other way for the given frequency of trades (algorithm's step), because there are already losses of price movement on the minutes. If my theory is correct, it makes absolutely no difference what kind of market and with what frequency of transactions (step of the algorithm). If my theory is correct, it makes absolutely no difference what market it is, what frequency the trades occur (algorithm step).
 
avtomat:
Theory without practice is dead and practice without theory is blind.

Golden words! But to assess the work of my algorithm, in training mode, a tick history is enough. In practice the work of the algorithm will be 1 in 1, the only difference will be the profit, because of the floating spread and all sorts of force majeure.
 
_CaHeK_:
_new-rena:
I use a tick history, otherwise, for a given frequency of transactions (algorithm step), it will not work, because there is already a loss of price movement on the minutes. If my theory is correct, it makes absolutely no difference what kind of market and with what frequency of transactions (step of the algorithm). If my theory is correct, it will make absolutely no difference what market it is, how often trades are made (algorithm step).


no way. tell me the ticks - what and how. i'm sure it will work
 
_CaHeK_:

.... In practice, the algorithm will work 1 to 1, only the profit will be different, because of the floating spread and all sorts of force majeure.


Only practice will show what will happen in practice. I am sure the testing process will reveal a lot of unaccounted for factors and many hidden dangers. Moreover, without practice, these factors and pitfalls are not visible and therefore cannot be taken into account at once. And I wish you success in overcoming difficulties.

 
_CaHeK_:

Words of gold! But to assess the work of my algorithm, in training mode, a tick history is enough. In practice, the algorithm will work 1 to 1, the only difference will be profit due to floating spread and all sorts of force majeure.

For example - if you enter using stop orders - you will lose a lot on slippage.... (even a strategy won't help)
 
avtomat:


Moreover, without practice, these factors and pitfalls are simply not visible, and therefore can not be taken into account immediately. And I wish you success in overcoming the difficulties.


I don't use any data other than price, so only spread and similar force majeure (slippage, disconnection, etc.) can affect profit, but it will only affect profit, nothing can affect algorithm performance.


P.S. in the example where the spread is 25 pips, the impact of slippage of 10 pips on each trade and spread of 15 pips is indirectly evaluated.

 
YOUNGA:

For example - if you enter with stop orders, you will lose so much on slippage.... (even a strategy wouldn't help)
I will enter from the market (strategy - always in the market, ie close one order, open another in the opposite direction), slippage and other force majeure are about taken into account in training, a large impact on profit it will not have, within reasonable limits, of course.
P.S. daily results _https://forum.mql4.com/ru/49576/page315#942027
 
_CaHeK_:

I don't use any data other than price, so only spread and similar force majeure (slippage, disconnection, etc.) can affect profit, but it will only affect profit, nothing can affect algorithm performance.


P.S. in the example where the spread is 25 pips, the impact of slippage of 10 pips on each trade and spread of 15 pips is indirectly estimated.


Just cut to the chase - put your algorithm to work. Then there will be a subject for discussion. In the meantime, sorry, there isn't one.
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