The impact of the spread on trading results - page 3
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It's not about the spread.
try to record the tick quotes history on the demo
then do the same in the tester
everything will fall into place
Nah. I've even downloaded ticks from Dukas and used them to run such a strategy with C tool. I took only Bid prices and added 1pips to them. Thus I obtained Ask price the results were the same as in MT +- 5%. So tick modelling has nothing to do with it. At 1pips spread we are moving away from negative MO.
It is possible that this is the result of simulated price wandering in the tester.
Check it yourself. It takes 10-20 minutes.
Nah. I even downloaded ticks from Dukas and used them to run such a strategy with a C program. I took only Bid prices and added 1 pips to them, so I obtained Ask price and the results were the same as in MT +- 5%. So tick modelling has nothing to do with it. We are moving away from negative MO at 1pips spread.
you won't get a 1 pip spread with this strategy
2 or 3 trades at most.
And given that traders go both ways (buy/sell), the price naturally jumps up and down by the spread of more than 1 pip.
that's why we gain profit on a "dead" history
In reality, there will be a real price that will bounce back from your trade by at least the spread, i.e. more than 1 pip.You won't get a 1 pip spread with this strategy.
2 or 3 trades at most.
I understand that, that's why I shared it =). Well I heard that some companies reimburse the spread, they even say up to 100%. Of course I do not believe it. In short, here it is.
Why are you making such a big deal out of it - run it on a demo and subtract the spread from the result.
PS/ you have a "tester grail" and not a positive MO at the expense of trawl.
I understand that, that's why I shared it =). Well, I have heard that some companies reimburse the spread, they even say up to 100%. Of course, I don't believe it. In a word, here.
You mean even if the spread is 1 pip, it would not work on real? That is, the ticks for 17 years, will suddenly begin to behave differently? But of course if the brokerage company will do something then it's different.
Ok. I'll show you the results...
I decided to run it on a large period, but the tester wrote after 470k trades that there was not enough memory.
So for 4 months I only managed to run it. I'm probably tired of these pictures, I won't do it anymore =)
I decided to run it on a large period, but the tester wrote after 470k trades that there was not enough memory.
So for 4 months I only managed to run it. Probably bored me with these pictures, I won't do it anymore =)
Open a demo ECN account in a normal dealing room and see the results
It's interesting to hear about the classics from a man who can't trade
Yeah, clowns wouldn't understand that.