The Algorithm of Ticks’ Generation within the Strategy Tester of the MetaTrader 5 Terminal
- 2010.06.02
- MetaQuotes Software Corp.
- www.mql5.com
MetaTrader 5 allows us to simulate automatic trading, within an embedded strategy tester, by using Expert Advisors and the MQL5 language. This type of simulation is called testing of Expert Advisors, and can be implemented using multithreaded optimization, as well as simultaneously on a number of instruments. In order to provide a thorough testing, a generation of ticks based on the available minute history, needs to be performed. This article provides a detailed description of the algorithm, by which the ticks are generated for the historical testing in the MetaTrader 5 client terminal.
谢谢你,superk11。
WhooDoo22:
我很感谢MT3-5的测试人员提供了如此详细的背景资料,但我只想知道MT5是否产生了真实的ticks。
这篇文章的标题难道没有给你答案吗?
"MetaTrader 5终端的策略测试器中的点子生成算法"
如果策略测试器使用真实的点子,不知道它从哪里得到它们,但如果它有,就没有必要产生任何点子。
The Algorithm of Ticks’ Generation within the Strategy Tester of the MetaTrader 5 Terminal
- 2010.06.02
- MetaQuotes Software Corp.
- www.mql5.com
MetaTrader 5 allows us to simulate automatic trading, within an embedded strategy tester, by using Expert Advisors and the MQL5 language. This type of simulation is called testing of Expert Advisors, and can be implemented using multithreaded optimization, as well as simultaneously on a number of instruments. In order to provide a thorough testing, a generation of ticks based on the available minute history, needs to be performed. This article provides a detailed description of the algorithm, by which the ticks are generated for the historical testing in the MetaTrader 5 client terminal.
WhooDoo22:
你好,MQL5社区。
mt5终端测试器中的刻度线是准确的,还是类似于交易,你怀疑是测试器出了问题。
因此,我开始研究这个问题。我写了一个EA,它不进行交易,只将点数记录到文件中。这提供了真实的数据(它运行在VPS上,所以它可靠地记录了一切)。我还创建了一个修改版,从测试器中打印出每个tick数据。我从日志中提取了这部分数据。因此,我有两个数据,可以进行比较。惊喜来了。
事实上,测试者的数据更多。我以为测试器的数据会少一些,因为这篇文章https://www.mql5.com/en/articles/75 中解释了简化的问题,但事实并非如此。我只想用简单的话重申一下,以明确这一点: 在策略测试器中,同一时间段(例如1分钟)产生的点数要比现实生活中的多。此外,内置指标显示的交易量与记录的完全不同。
Ps:
测试器与现实生活中的点数差异问题并不透明,因为主要的蜡烛数据(开盘、收盘、高点、低点)是一致的。如果不记录现实生活中的数据并与测试者进行比较,就不可能认识到这一点。
The Algorithm of Ticks’ Generation within the Strategy Tester of the MetaTrader 5 Terminal
- 2010.06.02
- MetaQuotes Software Corp.
- www.mql5.com
MetaTrader 5 allows us to simulate automatic trading, within an embedded strategy tester, by using Expert Advisors and the MQL5 language. This type of simulation is called testing of Expert Advisors, and can be implemented using multithreaded optimization, as well as simultaneously on a number of instruments. In order to provide a thorough testing, a generation of ticks based on the available minute history, needs to be performed. This article provides a detailed description of the algorithm, by which the ticks are generated for the historical testing in the MetaTrader 5 client terminal.
你好,MQL5社区。
mt5终端测试器中的刻度线是准确的还是类似于mt4的随机的?
谢谢你