Zobrazují se příspěvky se štítkemMT4. Zobrazit všechny příspěvky
Zobrazují se příspěvky se štítkemMT4. Zobrazit všechny příspěvky
čtvrtek 30. června 2011
sobota 11. června 2011
Testing Features and Limits in MetaTrader 4
Testing Features and Limits in MetaTrader 4
Introduction
This article allows to find out more about features and limits of Strategy Tester in MetaTrader 4.
Special Features of Testing Strategies on History Data
Some functions are processed/passed without output
These are Sleep(), Alert(), SendMail(), PlaySound(), MessageBox(), WindowFind(), WindowHandle(), WindowIsVisible()
Trading is permitted for the symbol under test only, no portfolio testing
Attempts to trade using another symbol will return error
Lot sizes including initial size and increment step, commissions and swaps should be taken from the active account settings
Before testing, it is necessary to make sure that there is at least one activated account in the list in "Navigator" window of the terminal.
All swaps, margin requirements, expirations, GTC-orders are modeled
Testing is performed maximally closely to trading server conditions. But the can occur some inaccuracies in estimation of margin requirements on cross currencies because of lack of precise information about conversion prices at each moment.
Zero bar of another timeframe for the same symbol under test is modeled approximately
Open = correct Open, Close = correct Close, Low = min (Open,Close), High = max (Open,Close), Volume = final Volume (false)
Instant Execution mode is assumed to be used in trades, being processed without slippage
Processing orders, Open/Close without slippages
Testing stops after StopOut
Weekly, monthly, and irregular timeframes are not tested
The deposit currency can be changed, but conversion prices are set, and the current available ones are used
There are still no delays in execution of trade operations
A setup delay is planned to be introduced in processing of transactions
Account History is fully available, and it does not depend on settings
If other symbols and periods are actively used, it is desirable to download them to all possible depth
At every-tick modeling, tester pumps all necessary timeframes for the symbol under test independently
Using of MarketInfo function generates error ERR_FUNCTION_NOT_ALLOWED_IN_TESTING_MODE(4059), however, correct information about current prices for the symbol under test, about stop level dimensions, about point size, about spread size of any symbol being present in the quotes window is provided.
Special Features of Optimization Process
Nothing is output in the journal (either Print() function)
This was done in order to accelerate the testing and save disk space. If complete logs are output the journal files will need hundreds of MByte.
Draw objects are not really set
The objects are disabled in order to accelerate the testing.
"Skip useless results" function is used
In order not to garble the table and chart with testing results, the possibility to skip very bad results is used. This function can be enabled in context menu of "Optimization Results" -> "Skip useless results" tab.
Strategy Tester: Modes of Modeling during Testing
What the Numbers in the Expert Testing Report Mean
One-Minute Data Modelling Quality Rating
Break Through The Strategy Tester Limit On Testing Hedge EA
Testing Visualization: Trade History
Automated Optimization of a Trading Robot in Real Trading
Introduction
This article allows to find out more about features and limits of Strategy Tester in MetaTrader 4.
Special Features of Testing Strategies on History Data
Some functions are processed/passed without output
These are Sleep(), Alert(), SendMail(), PlaySound(), MessageBox(), WindowFind(), WindowHandle(), WindowIsVisible()
Trading is permitted for the symbol under test only, no portfolio testing
Attempts to trade using another symbol will return error
Lot sizes including initial size and increment step, commissions and swaps should be taken from the active account settings
Before testing, it is necessary to make sure that there is at least one activated account in the list in "Navigator" window of the terminal.
All swaps, margin requirements, expirations, GTC-orders are modeled
Testing is performed maximally closely to trading server conditions. But the can occur some inaccuracies in estimation of margin requirements on cross currencies because of lack of precise information about conversion prices at each moment.
Zero bar of another timeframe for the same symbol under test is modeled approximately
Open = correct Open, Close = correct Close, Low = min (Open,Close), High = max (Open,Close), Volume = final Volume (false)
Instant Execution mode is assumed to be used in trades, being processed without slippage
Processing orders, Open/Close without slippages
Testing stops after StopOut
Weekly, monthly, and irregular timeframes are not tested
The deposit currency can be changed, but conversion prices are set, and the current available ones are used
There are still no delays in execution of trade operations
A setup delay is planned to be introduced in processing of transactions
Account History is fully available, and it does not depend on settings
If other symbols and periods are actively used, it is desirable to download them to all possible depth
At every-tick modeling, tester pumps all necessary timeframes for the symbol under test independently
Using of MarketInfo function generates error ERR_FUNCTION_NOT_ALLOWED_IN_TESTING_MODE(4059), however, correct information about current prices for the symbol under test, about stop level dimensions, about point size, about spread size of any symbol being present in the quotes window is provided.
Special Features of Optimization Process
Nothing is output in the journal (either Print() function)
This was done in order to accelerate the testing and save disk space. If complete logs are output the journal files will need hundreds of MByte.
Draw objects are not really set
The objects are disabled in order to accelerate the testing.
"Skip useless results" function is used
In order not to garble the table and chart with testing results, the possibility to skip very bad results is used. This function can be enabled in context menu of "Optimization Results" -> "Skip useless results" tab.
Strategy Tester: Modes of Modeling during Testing
What the Numbers in the Expert Testing Report Mean
One-Minute Data Modelling Quality Rating
Break Through The Strategy Tester Limit On Testing Hedge EA
Testing Visualization: Trade History
Automated Optimization of a Trading Robot in Real Trading
pátek 10. června 2011
Backtesting v MetaTrader 4
Backtesting v MetaTrader 4
Zavřít MT před zavřením pozavírej všechny grafy a smazat vše z adresáře MT4/History/adresář brokera
Potom stáhnout 1M data např z alpari http://www.alpari-idc.ru/ru/dc/databank
Otevřít MT - Tools – Option – Charts – Max bars in history = 99999999999999, Max bars in chart = 99999999999999
V MT: Tools → History center a do příslušného páru naimportovat data z alpari
V MT: File – Open Offline – vyber timeframe, který jsi právě naimportoval
Otevře se ti graf, přetáhni na něj z Script → Period Converter a v inputs zvol periodu v minutách postupně až po nejvyšší timeframe, které chceš testovat
Tzn. Pokud chceš testovat systém na 1H přetáhneš poprvé period converter a dáš periodu 5, pak ho přetáhneš znovu a dáš periodu 15, pak zase znovu a dáš 30 a nakonec 60. Tím se ti vygenerují všechny ostatní timeframe, nižší timeframe potřebuješ pro správné dopočítávání. POZN: před dalším přetažením period conv. si zkontroluj, že ten předešlý doběhl, to uvidíš dole, v záložce expert se píše něco jako Total writen records …. Nebo nějak tak. Pak teprve přetáhni period conv. Dřiv ne.
Pak už jen stačí otevřít backtester a začít testovat, ovšem po každém novém importu nezapomeň zaškrtnout recalculate.
- pokud je zdrojový soubor (tedy ten s příponou *.mq4) umístěn v adresáři experts i přeložený (zkompilovaný) soubor tam není, nedělá to nic (žádné výsledky), přestože v roletce Strategy Testeru je název EA zobrazen
- v adresáři Experts tedy musí být soubory dva - se stejným názvem a různou příponou. např. MACDsample.mq4 a současně i MACDsample.ex4
- pokud tam nejsou, může to být tím, že se spouští Metaeditor samostatně. Pak ukládá na adresu, ze které byl spuštěn, dokud to není změněno příkazem File>Save as>Název adresáře
- takže poučení: vyplatí se zkontrolovat, kam Metaeditor ukládá přeložené (zkompilované) soubory - předejde se tím podobným překvapením
zdroj
http://financnik.cz/wiki/mtbacktest
Zavřít MT před zavřením pozavírej všechny grafy a smazat vše z adresáře MT4/History/adresář brokera
Potom stáhnout 1M data např z alpari http://www.alpari-idc.ru/ru/dc/databank
Otevřít MT - Tools – Option – Charts – Max bars in history = 99999999999999, Max bars in chart = 99999999999999
V MT: Tools → History center a do příslušného páru naimportovat data z alpari
V MT: File – Open Offline – vyber timeframe, který jsi právě naimportoval
Otevře se ti graf, přetáhni na něj z Script → Period Converter a v inputs zvol periodu v minutách postupně až po nejvyšší timeframe, které chceš testovat
Tzn. Pokud chceš testovat systém na 1H přetáhneš poprvé period converter a dáš periodu 5, pak ho přetáhneš znovu a dáš periodu 15, pak zase znovu a dáš 30 a nakonec 60. Tím se ti vygenerují všechny ostatní timeframe, nižší timeframe potřebuješ pro správné dopočítávání. POZN: před dalším přetažením period conv. si zkontroluj, že ten předešlý doběhl, to uvidíš dole, v záložce expert se píše něco jako Total writen records …. Nebo nějak tak. Pak teprve přetáhni period conv. Dřiv ne.
Pak už jen stačí otevřít backtester a začít testovat, ovšem po každém novém importu nezapomeň zaškrtnout recalculate.
- pokud je zdrojový soubor (tedy ten s příponou *.mq4) umístěn v adresáři experts i přeložený (zkompilovaný) soubor tam není, nedělá to nic (žádné výsledky), přestože v roletce Strategy Testeru je název EA zobrazen
- v adresáři Experts tedy musí být soubory dva - se stejným názvem a různou příponou. např. MACDsample.mq4 a současně i MACDsample.ex4
- pokud tam nejsou, může to být tím, že se spouští Metaeditor samostatně. Pak ukládá na adresu, ze které byl spuštěn, dokud to není změněno příkazem File>Save as>Název adresáře
- takže poučení: vyplatí se zkontrolovat, kam Metaeditor ukládá přeložené (zkompilované) soubory - předejde se tím podobným překvapením
zdroj
http://financnik.cz/wiki/mtbacktest
pondělí 28. února 2011
How to trade MT4 from Android
How to trade MT4 from Android
Android MetaTrader - Mobile Trading (Forex/Futures,CFDs) On The Phone
Android MetaTrader - Mobile Trading (Forex/Futures,CFDs) On The Phone
Metatrader 4 Remot for Android
But be careful to trade currencies from mobile devices
But be carefull to trade throw unknown platform
But be careful to trade currencies from mobile devices
But be carefull to trade throw unknown platform
.
středa 19. ledna 2011
VisualTestingTools MT4
'VHands' Trading Simulator
http://anonym.to?http://www.forexfactory.com/showthread.php?t=60849
The vHands application works together with MetaTrader 4. It implements as an Expert Adviser under the Strategy Tester function of MetaTrader 4. The visual mode of the Strategy Tester allows you to replay past data with your selected indicators on the chart. With vHands, you can adjust the replay speed, either speeding up or slowing down. You can buy, sell, buy limit, sell limit, buy stop buy and sell stop.
2. 'Learn Forex Home' Trading Simulator
http://anonym.to?http://www.forexfactory.com/showthread.php?t=70742
This tool is similar to vHands Trading Simulator. Nevertheless, you may find Learn Forex Home Trading Simulator easier to use. With it you execute trades through a pup-up window, where you specify the target, stop and trade size. It is relatively easy to adjust the stop and target levels, which appear as two corresponding lines on the chart.
úterý 18. ledna 2011
pondělí 10. ledna 2011
How to add an Indicator to MT4
How to add an Indicator to MT4
How to add custom indicators to Metatrader 4 Charts
How to add an Indicator to MT4 - Step By Step
1) Download the MQ4 and EX4 files into your C:\Program Files\MetaTrader 4\experts\indicators folder
2) Close your MetaTrader application (assuming it’s currently open … Ignore this if the application hasn’t been launched)
3) Launch your MetaTrader application
4) On the left hand side, look for the “Navigator” window
5) Under the “Common” tab, look into the “Custom Indicators” directory
6) Locate the indicator which you have just downloaded into the folder stated in Step 1
7) Drag (Click and drag) the indicator onto the chart
How to add custom indicators to Metatrader 4 Charts
How to add an Indicator to MT4 - Step By Step
1) Download the MQ4 and EX4 files into your C:\Program Files\MetaTrader 4\experts\indicators folder
2) Close your MetaTrader application (assuming it’s currently open … Ignore this if the application hasn’t been launched)
3) Launch your MetaTrader application
4) On the left hand side, look for the “Navigator” window
5) Under the “Common” tab, look into the “Custom Indicators” directory
6) Locate the indicator which you have just downloaded into the folder stated in Step 1
7) Drag (Click and drag) the indicator onto the chart
If you only have the first part of the indicator i.e on file you will most likely need to compile it.
1) Double-click on the icon of the mq4 file to open in MetaEditor
2) Find the indicator in the indicator folder on the right hand menu-click on it
3) You’ll see the source code in the upper window
5) Click the ‘Compile’ button in the toolbar
6) If all’s gone well, you should see ’successfully compiled, 0 errors’
7) Any errors will mean there is a problem with the coding. The indicator may still work but it depends. All official standard indicators will not have any errors. The errors usually come in custom indicators
8) You should now be able to add the indicator to a chart in the usual manner
9) If you have compiled the indicator and it still doesn’t show up in the custom indicators list then you may need to restart your platform
How to add indicators on metaeditor MT4
1) Copy the MQ4 file into C:\program files\\Experts\Indicators
2) Double click the mq4 file which will bring up metaeditor.
3) On the top tool bar of metaeditor, click the Compile button.
4) Make sure you get an Ok in the "errors" window.
5) The indicator will be available in the Custom Indicators section of MT4
you "compile" the mq4, then the ex4 will appear
If you already have the Ex4, then it will go in the same directory as we put the mq4. You will not need to compile the mq4, you should just restart MT4
2) Find the indicator in the indicator folder on the right hand menu-click on it
3) You’ll see the source code in the upper window
5) Click the ‘Compile’ button in the toolbar
6) If all’s gone well, you should see ’successfully compiled, 0 errors’
7) Any errors will mean there is a problem with the coding. The indicator may still work but it depends. All official standard indicators will not have any errors. The errors usually come in custom indicators
8) You should now be able to add the indicator to a chart in the usual manner
9) If you have compiled the indicator and it still doesn’t show up in the custom indicators list then you may need to restart your platform
How to add indicators on metaeditor MT4
1) Copy the MQ4 file into C:\program files\
2) Double click the mq4 file which will bring up metaeditor.
3) On the top tool bar of metaeditor, click the Compile button.
4) Make sure you get an Ok in the "errors" window.
5) The indicator will be available in the Custom Indicators section of MT4
you "compile" the mq4, then the ex4 will appear
If you already have the Ex4, then it will go in the same directory as we put the mq4. You will not need to compile the mq4, you should just restart MT4
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