MT4 doesn't have long to live - page 8

New comment
 
On any one you have previously stated. Post the code for any subsystem, without revealing any major secrets. Well, and be prepared to discuss it :)
 
zxc:


1. I.e. at the very end, after optimisation, in the results obtained: should the spread be subtracted from the profit? And in this way we get our own, new, result. Or maybe I have understood it wrong.

2. It is also important to analyze whether the dealer does not lose the profit somewhere in the middle of the spread. Then the drawdown, taking into account the addition to the spread, should also be added to the formula to monitor the entire period.

1. Yes, got that right.

2. I do not like thrills that is why I do not test "on the verge of sinking". I put a thousand deposits in the tester, and no one prevents me.

Next. If the drawdown of an Expert Advisor is so high that it exceeds its profit - I'm not interested in it. At least with these parameters. That's why there is not much to look at. You can add anything to the formula, including the drawdown re-calculation - that is the freedom in this regard.

About "resistance to increased spread" - the topic is interesting and relevant to me, that's why I reacted to your post, because I already have experience in this regard. But I am interested in another thing - calculation of optimum pace of play (and amplitude of moves-out, respectively). In short, the bigger is spread, the bigger should be half-period of deals, in order to squeeze the maximum out of the market (for this or any other strategy). And if we keep in mind that slippage and pullbacks on requotes are usually added to spread, then it is better to look for an optimum by modeling a slightly widened spread.

 
tara:
On any one you have previously stated. Post the code for any subsystem, without revealing any major secrets. Well, and be prepared to discuss it :)
I do not understand, is it an exam or what?) If so, sorry, such paranoid games have no desire to engage in.
 
OnGoing:
I don't get it, is this an exam or something?) If so, I'm sorry, I have no desire to play this kind of paranoid game.

I don't want to do it.
 
Mathemat:

Once again. When analysing the EUR market, I need quotes from a dozen symbols that are EUR crosses. EURUSD alone is not enough for me.

And MT4 tester won't let me do that, regardless of synchronisation. It only sees quotes of the symbol set as being tested, and that symbol is one.


Trouble. ... And even with the indicator lines the crosses can't be displayed? -
 
tara:

No way, no way.

Oh, come on. A function to open a short position. Shall we discuss?)

int OpenShort(string Symb, double volume, int slippage, string comment, int magic)
{
   my_trade.action=TRADE_ACTION_DEAL;
   my_trade.symbol=Symb;
   my_trade.volume=NormalizeDouble(volume,1);
   if (Symb == Symbol_1) my_trade.price=NormalizeDouble(Bid_1,_Digits);
   if (Symb == Symbol_2) my_trade.price=NormalizeDouble(Bid_2,_Digits);
   my_trade.sl=0;
   my_trade.tp=0;
   my_trade.deviation=slippage;
   my_trade.type=ORDER_TYPE_SELL;
   my_trade.type_filling=ORDER_FILLING_AON;
   my_trade.comment=comment;
   my_trade.magic=magic;

   ResetLastError();
   if(OrderSend(my_trade,my_trade_result))
   {
      Print("Код результата операции - ",my_trade_result.retcode);
      //ModifyOrder(my_trade_result.deal);
   }
   else
   {
      Print("Код результата операции - ",my_trade_result.retcode);
      Print("Ошибка открытия ордера = ",GetLastError());
   }
   return(0);
}
 
jelizavettka: Trouble ... And even with indicator lines the crosses can't be deduced? -

I haven't tried it. Doubtful. The tester will still have to refer to someone else's characters. I've already suggested that:

P.S. You could, of course, save the entire history of other characters to files and then retrieve them from there.

But of course, we are not talking about tick testing.

 
tara:
Post the code of any subsystem, without revealing any major secrets. Well, be prepared to discuss it :)


Here's the code:

int start()
{
// Здесь главные секреты, раскрывать не буду

  return (0);
}

Ready to discuss :)

 
Mathemat:

I haven't tried it. Doubtful. The tester will still have to refer to someone else's characters. I've already suggested it:

It is clear that there is no direct way to test multicurrency on the fly, although one can think here too.

But I suggested first of all to perform portfolio diversification evaluation post factum, i.e. already after running individual symbols.

By the way, we can still think about multicurrency testing, it's still interesting)

 
OnGoing:

Oh, come on. A function to open a short position. Shall we discuss it?)

Igor (I think so), something tells me that you don't do autotrading and don't intend to.

Do you want a draw?

123456789101112131415...83
New comment