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But somehow a strategy without stops is a bit alarming. We need to think about how to control the losses.
how is it that in the ticks view the spread is 2, but when making trades the spread is 10?
is there a slippage of 8 pips?
In the tester when the lag is 0 there is no slippage.
But if you open and immediately close a trade, there will be an average difference of about 9...11 pips(five digits), not 0...2 as you would expect from a tick chart.
Naturally the bid and ask queries do not show the real spread either.
The picture is the same on the real.
Naturally, bid and ask requests do not show the real spread either.
The picture is the same on the real.
The spread is not important for the test, it can always be recalculated by the number of trades...
Andrei:
а что если от средней к краю закрывать? чем плохо?
Write a detailed algorithm which way to open from the average.
There is no slippage in the tester when the lag is 0.
But if you open and immediately close a trade, on average there will be a difference of about 9...11 points (five digits), not 0...2 as you would expect from a tick chart.
Well I'm telling you there's slippage.
Did you get anything out of it?
anything?
Yep.
I will give some current thoughts, maybe someone knowledgeable can correct: As the TF increases, we are approaching SB
I tried it with NORM.ROB( NORM();MO;SKO) and then I check it with NORM.RASP and it does not look good, I do not know how to achieve the same beauty of distribution.
The main feature of SB is independence of the increments. Type of distribution is not important.