From theory to practice - page 168
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
It's just obvious that you don't perceive a word of what more experienced people here recommend to you) So, there are still many surprises ahead)
It's just obvious that you don't take a word of what the more experienced people here recommend to you) So, there are many more surprises ahead)
Yusuf, I will tell you frankly as my father-in-law (you are almost the same age as him, he is even older) - I am so far advanced that I do not want to state the theory in detail. Human vices and weaknesses (represented by my father-in-law) are breaking me down right now and I still need to get through it.
Oh, I like that.
I have a hunch - I need to read more carefully.
And 100% there will be nothing new here.I have read it, of course.
Here is what I suggest to you, Dimitri, and all the readers of this forum and this branch in particular.
It is simply obvious that together we have come as close as possible to solving this problem.
There are parts, which may have value, so that even their owners do not fully understand their meaning (they get cold feet, to put it simply).
I will not ask for anything out of principle - it means to admit myself a moron and a beggar. If you want some of my models or studies in exchange for your own know-how, in private or in the public domain, it would be my pleasure.
Yes! ALL solutions must be related to the dependence of price on the square root of time and accompanied by a brief physico-mathematical justification.
IMHO, the main objective is to build a system that will allow you to test your approaches on history. This will allow you to quickly understand the weaknesses and strengths of the system. And adjust your approaches.
Otherwise, if you test in real time - I'm afraid your father-in-law may not see the test results, God bless him. So I understand that the current implementation with whissim at the head does not allow for this. Hence the list of understandable activities.
I have no time for theoretical investigations at the moment. But I can program for you the calculated part, with the results of testing on the history (free of charge, of course - I am interested in this too).
You may consider it as a public offer - you are not asking for anything))
IMHO, the main objective is to build a system that allows you to test your approaches on history. This will allow you to quickly understand the weaknesses and strengths of the system. And adjust your approaches.
Otherwise, if you test in real time - I'm afraid your father-in-law may not see the test results, God bless him. So I understand that the current implementation with whissim at the head does not allow for this. Hence the list of understandable activities.
I have no time for theoretical investigations at the moment. But I can program for you the calculated part, with the results of testing on the history (free of charge, of course - I am interested in this too).
Consider it as a public offer - you do not ask anything))
Well done, Dmitry! That's the deal!
I am VERY interested in historical archival data, but not simple.
Can you or any member of the forum write a program that would somehow convert the tick archive to an archive with uniform time stamps every 1 second? When there was no new quotation - to put the previous one? Well, as if we were tracking the movement of a particle with time discrete = 1. Or tell me how to do it in MQL - a draft of some kind...
It doesn't have to be done right away - when you have time and desire.
It is my understanding that the current implementation, with whissim at the helm, does not allow for this. Hence the list of understandable measures.
....
I can, however, program the calculation part for you, with test results on history (for free, of course - I'm interested in that too).
You can consider it as a public offer - you are not asking anything))
The program on VisSim is no better and no worse than any other. Everything can be done there perfectly well without involving MQL. Except for data exchange, of course.
Judging by rare and long trades, the speed there is not critical at all, and even +/- 2-3 seconds is not the time. I.e. exchange via files is fine. By the way, it is not so slow, I use it for MT and even for pips the speed is quite acceptable.
I understand that the only task is to exchange data with MT and the protocols of such an exchange.
But the algorithm in VisCim is better, imho, not to touch it and not to try to translate it into MQL. For some reason I suspect it will not be easy. After all, VisCim is a modelling environment, and it is much more convenient for working out algorithms. If VisCim, coupled with MT, will really work, then you can think in that direction if you need to.
A VisSim programme is no better or worse than any other. Everything can be done there perfectly well without involving MQL. Except for data exchange, of course.
Judging by rare and long trades, the speed is not critical there at all, and even +/- 2-3 seconds is not the time. I.e. exchange via files is fine. By the way, it's not that slow, I use it for MT and even for pips the speed is quite acceptable.
I understand that the only task is to exchange data with MT and the protocols of such an exchange.
But the algorithm in VisCim is better, imho, not to touch it and not to try to translate it into MQL. For some reason I suspect it will not be easy. After all, VisCim is a modelling environment, and it is much more convenient for working out algorithms. On VisCim in conjunction with MT will really work, and then you can think in this direction, if need be.
Everything is already working, Yuri. I'm ready to send everyone a WisCim+MT4 bundle via csv writing/reading.
What literally kills me now is the lack of seconds (not ticks!) archives. After all, let's agree that observing a particle at specific time intervals is the most correct, physically sound method.
It's already working, Yuri. Ready to send everyone a VisCim+MT4 bundle via write/read csv.
What literally kills me now is the lack of seconds (not ticks!) archives. After all, let's agree that observing a particle at specific time intervals is the most correct, physically sound method.
Rarely do I agree on anything. And there's just nowhere to go.))
But, not to break the tradition at all:) Need more info like 3 tick/s, 5t/s, or average tick/s. Maybe you don't need it for your strategy.
Say, at 15-20 ticks/minute I don't enter any trades at all.
Well done, Dimitri! What a case!
I am VERY much in need of historical archive data, but not simple data.
Can you or any member of the forum write a program that would somehow convert the tick archive to an archive with uniform time stamps every 1 second? When there was no new quotation - to put the previous one? Well, as if we were tracking the movement of a particle with time discrete = 1. Or tell me how to do it in MQL - a draft of some kind...
It doesn't have to be done immediately - when you have time and will.
Why, have you already abandoned the exponent?) Do you have to do it in MQL?
The problem is trivial in itself. The only question is, what to do with ticks specifically in the interval of 1 sec? Take the last one in the interval (ignore the rest) or what?
Why, have you already given up on the exponent?) Do you have to do it on the MCL?
The task itself is trivial. The only question is - what should I do with ticks in the interval of 1 second? Should I take the last one in the interval (ignore the rest) or what?
I haven't, but I'm confused by R. Feynman... He observed particles exactly at uniform intervals. He's kind of an authority for me :)))
Need specific quotes in 1 sec. Example:
12.00.00 - 1.22222
12.00.01 - 1.22224
12.00.02 - 1.22224
etc.
At the same time it is desirable (but not obligatory) to calculate the tick volumes for this second.
I need at least a rough variant - how to do it.