The market is a controlled dynamic system. - page 222

 
Did you leak it all again?
 
avtomat:
The experiment is over.

Finished is finished, master is the master.

P.S. When trying to automate collection of tick history from the tester, I encountered such a thing. The program does not work correctly if the price is present only during one tick in a row. It looks like this: the bid price is equal to the level according to the condition but the program ignores it. How can it be fixed?

 
_CaHeK_:

Finished is finished, master is the master.

P.S. When trying to automate collection of tick history from the tester, I encountered such a thing. The program does not work correctly if the price is present only during one tick in a row. It looks like this: the bid price is equal to the level according to the condition but the program ignores it. Is there any way to fix it?



The "cure" is to realise that double numbers cannot be compared for equality.
 
Contender:

This is "cured" by realizing that numbers double cannot be compared on equality.

I also came to the same conclusion, I had to change the condition. Instead of x>=y, I made x>y-1*Point.

P.S. Is it written somewhere why this is so?

 
_CaHeK_:

I also came to the same conclusion, I had to change the condition. Instead of x>=y, I made x>y-1*Point.


The correct way is this:

x>y-0.5*Point.


P.S. Is it written somewhere why it is so?

This is a widely known problem. It was discussed on this forum too.

 
_CaHeK_:

I go anywhere, if there has not been any preliminary market calculation. I take 50 pips minus the spread in the flat, and, as far as the algorithm is concerned, in the trend. Only a reversal is made by a stop if the algorithm implies a change in the trading direction. The market statistics is calculated by ticks, because already on one-minute candlesticks the loss of movement happens.

it was this in the tester that gave interesting results. on the real - it was wobbling near the balance zero.... (with its shorter - then fades, then fades out))))) more than sure that the enjoyment from its own algorithm will turn into a comparison. I can see that it has already started.

Good luck!

 
Contender:


The correct way is this:

x>y-0.5*Point

This is a known problem. It was also discussed on this forum.

Did as in the tutorial NormalizeDouble(x-y,8)==0
_new-rena:

it was the same in the tester and gave an interesting result. in real life - wobbled around the balance zero.... (with its shorter - then goes out, then goes out))))) more than sure that the enjoyment of its own algorithm will turn into a comparison. I can see that it has already begun.

Good luck!

Thanks, we'll see.

P.S. I finally finished the tick scanner, now it collects market statistics automatically, which is hundreds times faster than hands, and as it appeared more accurate - found several errors in GEP).

 

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I compared tick history from the tester with the real one, using my algorithm. If we do not take into account possible disconnections, the coincidence on buy/sell operations, with a difference of less than a minute in time, is 100%.

So the tester, in my case, is 99.999% reliable).

 

How the USSR was sawn (Cognitive TV, Nikolai Starikov)

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Published on 13 Apr. 2014 г.

Nikolai Starikov: How the USSR was sawed off. Privatisation and oligarchs were invented to bring the property of the USSR under the control of the victorious West. The appropriation of the spoils of war after the victory over the USSR was disguised as privatisation. Enterprises were written down to pre-selected people - the oligarchs. All these enterprises were under foreign jurisdiction and it was not known who really owned them.


download or read: http://poznavatelnoe.tv/starikov_kak_...
Nikolay Starikov: http: //nstarikov.ru

Informative TV: http://poznavatelnoe.tv

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