Serious Bug in MT5 Strategy Tester

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Hi,

I've come across a rather critical issue while running the strategy tester in MT5 with an EA that places trades on different symbols. This problem doesn't occur consistently, but when it does, it seriously disrupts the testing process. This anomaly not only undermines the accuracy of the test results but outright ruins the entire testing procedure. I'll attach a screenshot to visually depict the gravity of this problem on the balance graph.

I believe the root cause of this issue may be related to the tick data, particularly instances where the data shows 0.0000. As illustrated in the 3rd example (see screenshot below), the test was abruptly terminated because the close price was displayed as 0.00000.

Moreover, I want to emphasize that this issue is not dependent on the broker. I have encountered this problem while testing the EA on several different brokers, which strongly suggests that it is a systemic issue within MT5.

I kindly request urgent attention to this matter. It's imperative that we address this bug promptly to ensure the integrity of our testing processes.

Best regards,
Dmitry



Another test period, same issue:


And here the reason (quote is 0.00000!) :



 
Yes, you are right. There is such a situation.  But when placing orders, you should always check the ticks in the Expert Advisor. 
They can really be equal to zero.
I also encountered such a situation and now I always check for correctness.  
   SymbolInfoTick(_Symbol,last_b_tick);
   SymbolInfoTick(futuer,last_f_tick);
   if(last_f_tick.ask == 0 || last_f_tick.bid == 0)
     {ontickrunning = false; return;}
   if(last_b_tick.ask == 0 || last_b_tick.bid == 0)
     {ontickrunning = false; return;}
 
Aleksandr Dziuba #:
SymbolInfoTick(_Symbol,last_b_tick);    SymbolInfoTick(futuer,last_f_tick);    if(last_f_tick.ask == 0 || last_f_tick.bid == 0)      {ontickrunning = false; return;}    if(last_b_tick.ask == 0 || last_b_tick.bid == 0)      {ontickrunning = false; return;}

Thank you! I will try!

 
Aleksandr Dziuba #:
Yes, you are right. There is such a situation.  But when placing orders, you should always check the ticks in the Expert Advisor. 
They can really be equal to zero.
I also encountered such a situation and now I always check for correctness. 

I have tried and still there is a problem. Because it is not about the open price tick, but ticks during the expiration. As soon the tick is zero there is a huge jump in the balance graph and it stops.

I think MetaQuotes needs to fix it urgently! Otherwise Strategy Tester is a trash tool for those who want to test EA that is trading on multiple pairs and using the mode "Every tick based on real ticks".



 
  1. Is something written in the log of the tester?
  2. Require the prices of all symbols before your test starts and check whether the prices are loaded if not enter a loop to delay the execution because Sleep() does not function in the tester.
 

Dear,

I'm backtesting ExpertMAMA to NQ, but I have this problem on the Graph, (With Realtick from AMPGlobal)

Do you think it's the same problem ?

BR

Files:
ksnip_20231107-110904.png  31 kb
 
I am testing on different brokers and the bug is happening in any of them. If EA is placing trades on various symbols then this bug is happening. Not always but really often!

MetaQuotes should fix it urgently.
 
Dmitry Zhakov #:
I am testing on different brokers and the bug is happening in any of them. If EA is placing trades on various symbols then this bug is happening. Not always but really often!

MetaQuotes should fix it urgently.
Could you provide:

1. The expert advisor for reproducing.
2. The settings of expert advisor for reproducing (server, symbol and other parameters).
3. The log of tester where bug appears.
4. Do you use Close By in your EA?

Thank you
 
Squik #:

Dear,

I'm backtesting ExpertMAMA to NQ, but I have this problem on the Graph, (With Realtick from AMPGlobal)

Do you think it's the same problem ?

BR

Check the quotes: Print the out..
 
Dmitry Zhakov #:
I am testing on different brokers and the bug is happening in any of them. If EA is placing trades on various symbols then this bug is happening. Not always but really often!

MetaQuotes should fix it urgently.

For your information. I am developing a multi-symbols EA, placing trades on the 28 main Forex symbols. And I don't have such issue, never, tested on a lot of different brokers. Using 1M OHLC or real ticks mode.

If you have some code to test I can try to check, as I am concerned if it's an MT5 issue or not.

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