@javaai
Active 10 years, 3 months agosimplex replied to the topic Check the Quality of your Broker's MT Price Feed in the forum Development 10 years, 4 months ago
It says on FXCM demo you’re having 285 M1 bars in sync, on Oanda Live the first async fault occurs on bar 1 (see column IDX). The script will list timestamp data of the first bar (starting at IDX = 1) that is out of sync (faulty).
Now you’ll have to decide for yourself whether this is a problem regarding the strategies / indicators…[Read more]
simplex replied to the topic Check the Quality of your Broker's MT Price Feed in the forum Development 10 years, 4 months ago
I tried to force similar results on my system by running the analysis including a pair I’ve never used, like SGDJPY. See pic for results: in this case no output for TF smaller than H1, and H1 pointing to timestamp 2015.03.26,02:00 at bar index = 1.
So not completely the same result as yours, but anyway I would interpret your…[Read more]
simplex replied to the topic Check the Quality of your Broker's MT Price Feed in the forum Development 10 years, 4 months ago
@Anti, @mak:
I tried to force similar results on my system by running the analysis including a pair I’ve never used, like SGDJPY. See pic for results: in this case no output for TF smaller than H1, and H1 pointing to timestamp 2015.03.26,02:00 at bar index = 1.
So not completely the same result as yours, but anyway I would interpret your results…[Read more]
simplex replied to the topic Check the Quality of your Broker's MT Price Feed in the forum Development 10 years, 4 months ago
First: this is a script, not an indicator. So it has to be installed in the scripts folder. Please check!
Then look in the files directory for results. Filename is the same as script name, filetype .csv
simplex replied to the topic Check the Quality of your Broker's MT Price Feed in the forum Development 10 years, 4 months ago
Any message in in the ‘Experts’ log?
Do your symbols require a prefix or suffix character? If yes, please modify the symbols array in the code, because I forgot them.
simplex replied to the topic Useful Links in the forum General Discussions 10 years, 4 months ago
Hi Guys!
Anyone around having experience with TSSB (Trading System Synthesis and Boosting) ? They state:
TSSB is FREE software platform for rapid R&D of statistically sound predictive model based trading systems via machine learning.
Their software is free, they’ll only charge you for support. And I like their attitude:

s.
smallcat replied to the topic Trading made REALLY Simple in the forum Development 10 years, 4 months ago
Hi G,
The PEAK/TROUGH is NOT the END swing point, But some BARS near the swing point ? And the Oscillator defines the exact entry point based on the TREND and Peak/Trough. Do i understand it right ?
Thanks
Edit: sorry i could not active in these last 2 days .. my eyes were very pain. Doctor said that it is not because of improper of my eyeglass…[Read more]
smallcat replied to the topic Trading made REALLY Simple in the forum Development 10 years, 4 months ago
Hi G,
The PEAK/TROUGH is NOT the END swing point, But some BARS near the swing point ? And the Oscillator defines the exact entry point based on the TREND and Peak/Trough. Do i understand it right ?
Thanks
simplex started the topic Check the Quality of your Broker's MT Price Feed in the forum Development 10 years, 4 months ago
Hi Guys!
This is a follow-up of this post I made yesterday. I decided to start a thread on this topic because data quality is essential for many indicators to work properly, especially sophisticated ones which rely on calculating artificial pairs or short term currency strength.
To check the quality of timestamps in my MT4 history I wrote the…[Read more]
simplex started the topic Check the Quality of your Broker's MT Price Feed in the forum Development 10 years, 4 months ago
Hi Guys!
This is a follow-up of this post I made yesterday. I decided to start a thread on this topic because data quality is essential for many indicators to work properly, especially sophisticated ones which rely on calculating artificial pairs or short term currency strength.
To check the quality of timestamps in my MT4 history I wrote the…[Read more]
smallcat replied to the topic Filtering by Volume in the forum Trading Systems Discussion 10 years, 4 months ago
Oups , posted at wrong thread. Sorry …
smallcat replied to the topic Filtering by Volume in the forum Trading Systems Discussion 10 years, 4 months ago
Thanks a lot G
One question about TickVolume. As i tried to call it as icustom:extern string customIndi = “Gadi_TickVolume_v2.2”;
double d1TVcur = iCustom(NULL,0,customIndi,PERIOD_D1,0,shift);
I got error msg : “2015.12.09 22:02:48.656 Gadi_TickVolume_v2.2 EURUSDe,H1: unknown subwind…[Read more]
simplex replied to the topic Use R in trading in the forum Development 10 years, 4 months ago
Yes, that’s just what I wanted to point out:
Several years ago, during an IT project for an large company, one guy calculated a polynomial regression based on a large data sample with SPSS. I doubted his results, because the nature of his resulting curves just did not fit any expected behaviour.
So I ran a VBA coded regression in Excel (not…[Read more]
simplex replied to the topic Use R in trading in the forum Development 10 years, 4 months ago
Yes, that’s just what I wanted to point out:
Several years ago, during an IT project for an large company, one guy calculated a polynomial regression based on a large data sample with SPSS. I doubted his results, because the nature of his resulting curves just did not fit any expected behaviour.
So I ran I VBA coded regression in Excel (not…[Read more]
simplex replied to the topic Platform Related Questions & Issues in the forum General Discussions 10 years, 4 months ago
MT Price Feed Data Quality
When working on my Currency Strength Indicators, I ran into some problems relating data quality of MetaTrader’s price feed. Apart from CS, such problems are getting even worse when calculating synthetic pairs for certain indicators or signals.
The problem is that in most timeframes there’s only a VERY limited number of…[Read more]
simplex replied to the topic Platform Related Questions & Issues in the forum General Discussions 10 years, 4 months ago
MT Price Feed Data Quality
When working on my Currency Strength Indicators, I ran into some problems relating data quality of MetaTrader’s price feed. Apart from CS, such problems are getting even worse when calculating synthetic pairs for certain indicators or signals.
The problem is that in most timeframes there’s only a VERY limited number of…[Read more]
simplex replied to the topic Platform Related Questions & Issues in the forum General Discussions 10 years, 4 months ago
MT Price Feed Data Quality
When working on my Currency Strength Indicators, I ran into some problems relating data quality of MetaTrader’s price feed. Apart from CS, such problems are getting even worse when calculating synthetic pairs for certain indicators or signals.
The problem is that in most timeframes there’s only a VERY limited number of…[Read more]
simplex replied to the topic Filtering by Volume in the forum Trading Systems Discussion 10 years, 4 months ago
Thanks for pointing to hanover’s indicator. I’m having a different approach in mind, like an export function library that can be linked to any custom made indicator or script.
simplex replied to the topic Use R in trading in the forum Development 10 years, 4 months ago
sin(0) = 0is fine for me, but I expectedsin(pi) = 0and256.000001 ^ (1 / 8 ) = 2,000000001. I was amazed that sin(0) is different from sin(pi).simplex replied to the topic Use R in trading in the forum Development 10 years, 4 months ago
sin(0) = 0is fine for me, but I expectedsin(pi) = 0and256.000001 > (1 / 8 ) = 2,000000001. I was amazed that sin(0) is different from sin(pi).- Load More
