From theory to practice - page 142

 
Vladimir:
I collected this data for you on 11 January, https://www.mql5.com/ru/forum/221552/page128#comment_6327590.

Haven't got around to finishing the machining, but the framework is there. I think the handy ones will be able to finish it themselves using the example attached.

Files:
X036.mq5  9 kb
 

What does it process?"Exponentially" accepting ticks on-line and processing archives on mql4 please make someone do it.

P.S.

Alexander, thank you very much for the excel file.

 
Wizard2018:

What does it process?"Exponentially" accepting ticks on-line and processing archives on mql4 please make someone do it.

P.S.

Alexander, thank you very much for the excel file.

You are welcome. I am not the one to thank.

I have to analyze this algorithm on 20 pairs that I have collected data on this week.

If all the pairs will have only positive trades, it is not a fitting - it is called the Grail.

 
The first trend will put everything in its place)
 
Vladimir:
On 11 January I collected this data for you, https://www.mql5.com/ru/forum/221552/page128#comment_6327590.
Yes, Vladimir - I will certainly analyse it.
 
bas:
dukascopy.com or ticks.alpari.org

Thank you, bas, for the ticks.alpari.org ticks source, which is new to me. There are a lot of them there, and, Alexander, imagine, a lot for the reason that their ticks are given for each of 10 different account types - that's in one brokerage house! This is the first time I've seen such an approach to the issue of storing tick history. Dukas in particular, as I recall, has one instance of ticks. So does gaincapital.

 

Well, their ticks are almost the same as Dukas'. There is essentially one account type needed - ecn. All the others are artificial derivatives for customer convenience, not worth paying attention to.

 
Alexander_K2:

Sergei, you're scaring me.

.

Time to get out of here, though!

real trades at a loss?
 
Renat Akhtyamov:
real trades at a loss?

That's me joking - no need to get upset.

No. Still, I was cautious and ran tests in the following mode:

1. ran 2 terminals - one with a real NDD account was as a quote server, the other was working on a demo account using those quotes.

2. Result in 2 days - 6 trades (+4/-2) profit over 400 pips.

But, these 2 negative trades confused me - according to the theory they should not be... And then Vizard_ appeared out of the blue (believe it or not, it was at the moment of my confusion, it was unbelievable, although I am a total atheist) and gave me a solution. I'm currently reworking the data on the model.

Something like this...

 
Alexander_K2:

That's me joking - no need to get upset.

No. Still, I was cautious and ran tests in the following mode:

1. ran 2 terminals - one with a real NDD account was as a quote server, the other was working on a demo account using those quotes.

2. Result in 2 days - 6 trades (+4/-2) profit over 400 pips.

But, these 2 negative trades confused me - according to the theory they should not be... And then Vizard_ appeared out of the blue (believe it or not, it was at the exact moment of my confusion, it was unbelievable, although I am a total atheist) and gave me a solution. I'm currently reworking the data on the model.

Something like this...

then "oops."

but it's a flat week.