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Тема в разделе "General questions", создана пользователем Dmitri, 16 Июль 2014.

  1. Dmitri

    Dmitri Бывалый Команда форума Администратор

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    Hi.
    First, my Russian is terrible. I learned it when I was a child but without practice...
    I'm a developer as you. When I want to evaluate new ideas I always look for ways of fast prototyping. I'm used to this from Java, C, SQL whatever.

    - MetaTrader + MQL really is a pain in the ass. Too many bugs and/or undocumented "features" mess up everything, especially because every new broker brings in new discoveries/surprises. After 4 years I have a sophisticated MQL framework, inc. timezone management, history management, backoffice interface etc. etc. Still a pain...
    - StrategyQuant is of no use for anything more advanced.
    - ForexTester is great but you need to develop a prototyping framework beforehand.

    If you don't mind:
    What approach or software do you use for testing/fast prototyping of new ideas? I'm looking for something simple and fast and discover that I spent way too much time on maintaining MQL libraries to keep compatibility with every new terminal realease. Which piece of software or approach did I miss?

    Best regards,
    Peter
     
  2. loopsider

    loopsider Бывалый Команда форума Модератор

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    We are in fact more traders than developers. Software means something only if it helps you to trade. The web is full of pretty codes that are completely useless when it comes to the actual trading. From this perspective, the question of framework is secondary. The primary question is what you are going to trade and how.

    MQL and the stategy tester have many limitations of course, but within those limitations mql is by far the fastest way to check you ideas ("fastest" meaning not the execution time of course, but the time before you will get answer to your question). Of course if your ideas require heavy mathematics or minimal latency, you would have to abandon mql or in fact MT altogether. Everything depends on the problem you try to solve, I do not think one can develop a universal framework and be happy forever after.

    We generally keep things as simple as possible. mql and MT strategy tester + tick data and 99% modelling backtesting stuff. In some cases it is easier to write a code (in any programming language) that reads ticks data directly from a file and processes them.
     
    bellduke, chickendinner и Dmitri нравится это.
  3. Scott

    Scott Новичок - ARGOLab.net -

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    Question is about back testing.

    I understand that in live trading the EA runs on each of the pairs in a 15M chart. What I'm not understanding is that the back testing is all on the 1M period. Isn't this going to generate far more trades than the 15M period which was advised to load the EA on? I'm guessing that I'm not understanding something.

    I would think that since it runs live on the 15M chart that you would backtest the same period. If you do back test on 1M how does the EA know to use the 15M period for trades if the tester is using 1M chart???

    Scott
     
    Dmitri нравится это.
  4. loopsider

    loopsider Бывалый Команда форума Модератор

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    Trading of EA does not depend on the timeframe, so you can backtest it on any timeframe.
    In real trading, it is recommended to attach EA to M15 or to keep M15 chart open.
     
  5. Scott

    Scott Новичок - ARGOLab.net -

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    Ok, but why do your back test on the site use 1M periods but you recommend 15M for trading?

    I don't understand what you mean by "or keep M15 chart open" Please explain this
     
  6. loopsider

    loopsider Бывалый Команда форума Модератор

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    EA uses M15 bar quotes quotes. In tester, it does not matter which timeframe you chose, results are the same. In actual trading, it is better to use M15 chart, in order to ensure that EA gets M15 quotes without disturbance.
     
  7. Dmitri

    Dmitri Бывалый Команда форума Администратор

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    Message Body:
     
  8. James Robertson

    James Robertson Постоялец Аргонавт

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    I run a number of Argolab EAs already, and am trying to decide what to buy next: Splitter or Strike.

    Splitter is proven and I like the idea of running both licenses with different set files, maybe R and W, for diversification.

    Strike is newer and looks sophisticated, also more expensive to run multiple accounts.

    I would love to hear what everyone here thinks about the choice! ;)
     
  9. loopsider

    loopsider Бывалый Команда форума Модератор

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    On the present market, Splitter looks more stable, I would say.
     
    James Robertson нравится это.
  10. Dmitri

    Dmitri Бывалый Команда форума Администратор

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    Polling, activation schemes Пожалуйста, войдите или зарегистрируйтесь для просмотра ссылок
     

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