From theory to practice - page 1574
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Few trades on M1 in almost two months
The EA doesn't give a shit about M, it's just a test on M1.
The Expert Advisor does not care what M is, just a test on M1.
So he's not working...
and the current deal and the beginning of the next trend, then make a start of the next buy or sell, wait for their termination and so on in the same vein.
Afternoon.
I already mentioned that brokerage companies try to smooth extremums. I have not noticed any anticipation. I did not see spread widening either. In general, I think the shift of quotes is not related to trend reversal but to an unknown for a client total position of all open deals of all clients of this brokerage company for a currency or pair. That is where the brokerage company's profit is hidden; it has to shift rates against the aggregate position of its clients. I have not studied this question deeply, but in my model I consider fluctuations of rates as consisting of three additive parts: "true" quotation + stable bias of the brokerage company + fast-changing deviation. Without the stable bias, calculated using an exponential average over 32-65536 ticks, it comes out worse, which is an argument in favour of a DC not reacting to reversals but holding that bias for hours or days. That's why I called it stable and linked it to the cumulative client position.
I have already said about quotes drift - brokerage companies try to smooth extremums. I haven't noticed any anticipation. I have not seen spread widening either. In general, I think the shift of quotes is not related to trend reversal but to an unknown for a client aggregate position of all open deals of all clients of this brokerage company for a currency or pair. That is where the brokerage company's profit is hidden; it has to shift rates against the aggregate position of its clients. I have not studied this question deeply, but in my model I consider fluctuations of rates as consisting of three additive parts: "true" quotation + stable bias of the brokerage company + fast-changing deviation. Without the stable bias, calculated using an exponential average over 32-65536 ticks, it comes out worse, which is an argument in favour of a DC not reacting to reversals but holding that bias for hours or days. That's why I called it stable and linked it to the cumulative client position.
that the extremum has caught the order at the worst price ;)
But we have to go further in favour of just this order, we have to ...
That's why it's either flopping in a flat, or bouncing around that level, from a few hours to a few days (usually up to 3-4 days).
Figuratively of course, but like this
----
And in general, forex, quite an interesting conundrum, just no words....
Well it will soon be 50 years since they can beat it honestly.....
I think to hope all the same, but sarcasm and bitching is a matter of losers, you just need to swear on the blood dearest (children, mother, soul) that you will not retreat until you make the grail, death can only stop, and taking such a decision and swearing on the blood, you must act bravely and without question, now this life belongs to the quest grail, and what the result will not principally important. That's the only way I think we will get to the real Grail, not by whining and sarcasm on the forum.
These words are not from a boy, but from a husband!
It is by grasping the Grail with your teeth like a caveman that you can bring it to the Light of God. May the Almighty help you in this fierce struggle.
These words are not those of a boy, but of a husband!
It is by grasping the Grail with your teeth like a caveman that you can pull it into the Light of God. May the Almighty help you in this fierce struggle.
It is possible to grasp.
Just as long as you get close to him first, make sure it's him.
And then it's gonna take a year to finish the strategy, even knowing the answer to this .....
I was hoping for something close, something close to it:
https://www.mql5.com/ru/forum/321653
but no, nothing like that, although more than half claim to be trading the grail:
And then it will take more than a year to finish the strategy, even knowing the answer to this problem .....
And then it will take more than one year to make sure that this time the last error in the formula is corrected
And then another year to make sure that this time the last error in the formulae is corrected
About the formulas, I guess it's possible. They are abstract. But in order to trade they must be turned into programs working in reality, and here the programming axiom "Every program contains at least one error" applies [Krupnik A. Assembler. Self-learner. - SPb:Peter, 2005--235p. - p.97].
I've already said about quotation shifts - the DCs are trying to smooth out the extremes. I have not noticed any anticipation. I have not seen any spread widening either. In general, I think the shift of quotes is not related to trend reversal but to an unknown for a client aggregate position of all open deals of all clients of this brokerage company calculated for a currency or pair. That is where the brokerage company's profit is hidden; it has to shift rates against the aggregate position of its clients. I have not studied this question deeply, but in my model I consider fluctuations of rates as consisting of three additive parts: "true" quotation + stable bias of the brokerage company + fast-changing deviation. Without the stable bias, calculated using an exponential average over 32-65536 ticks, it comes out worse, which is an argument in favour of a DC not reacting to reversals but holding that bias for hours or days. That's why I called it stable and linked it to the cumulative client position.
I haven't investigated it specifically, but according to fragmentary information from the Internet and common sense, it seems to me that if you hypothetically display on one monitor tick quotes from say, a hundred suppliers, they will form something like a tape width of a few spreads. Apparently, brokerage companies take quotes from different sources and then filter them, depending on their priorities, and distribute them to traders. But at the level of minutes - opn, cls, hg, lw - there are almost no differences. In this sense, I think the investigation of tick-flow from a certain brokerage company is a thankless task - in fact, it is a study of peculiarities of its quote filter.
But at the level of minutes - opn, cls, hg, lw - there are almost no differences. In this sense in my opinion the research of tick flow from a particular brokerage company is a thankless task - in fact it is a study of the peculiarities of its quotation filter.
There will be differences, especially regarding high & low candlesticks. The different length of these "tails" will be reflected on the probability of TP & SL triggering. The general technical picture can be distorted, that is why I personally try to rely only onclosing prices. But also brokerage companies can make some errors, for example, the server time was shifted by about 20 seconds relative to the true time. As a result, even the candle's body had a distorted view. So it is necessary to adjust for brokerage companies' quotes. The only problem is that the brokerage company may change the smoothing algorithm at any time.