mt5 strategy tester ticks - page 3
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You are welcome. Unfortunately, my conclusion is that currently only such strategy can be developed on MT5 which is based on candle data only. Going down deeper is fruitless effort because generated tick data in the tester are unreliable.
I believe the MQL5 tester to be more efficient than the MQL4 tester BUT ;) wait for it... A solemn silence lingers... MQL5 tester's inability to import real tick data is an incredibly major set-back for coders/traders possessing intentions to create tick based strategies. Unfortunately, the seemingly only viable option is to venture back to the the MQL4 tester for a trip down memory lane running strategies on 99% accuracy.
Thank you
I believe the MQL5 tester to be more efficient than the MQL4 tester BUT ;) wait for it... A solemn silence lingers... MQL5 tester's inability to import real tick data is an incredibly major set-back for coders/traders possessing intentions to create tick based strategies. Unfortunately, the seemingly only viable option is to venture back to the the MQL4 tester for a trip down memory lane running strategies on 99% accuracy.
Thank you
Do you have compared a "tick based strategy" tested on MT4 with a 99% accuracy with a forward test ?
Do you have compared a "tick based strategy" tested on MT4 with a 99% accuracy with a forward test ?
Hello Alain,
Yes, I have. What is your next question sir? :)
Thank you
Hello Alain,
Yes, I have. What is your next question sir? :)
Thank you
A solution could possibly be if whoever has power to modify the MQL5 tester code modifies it so as to read real tick data from a history folder contained within the MQL5 home directory folder like that for MQL4.
Well, I am not sure. That could take enormous storage capacity. From what I have already recorded I can say one entire day's tick data is around 7-10 Mb for EURUSD, in text format. Calculating with 250 working days for a year results 2 Gb rougly. The only chance would be to store and use compressed data.
Anyway, the silly thing is that the tester generates too many ticks. Far too many, and totally unneccessarily because there are more than in real life. To be honest, it looks like as something is screwed up in the tick generator program code. So the most important thing would be to fix it. Second if let's say one fourth or fifth of the real tick data (I am speaking about the price only) would be stored and used for modelling additionally it still could hopefully be enough for more reality.
Bah, what's the results ? I have a tick based ea (MT4) and I've never been able to obtain a similar result from ST and forward test (WITH 99% accuracy).
I'm still "learning the ropes" cause it always seems like there's more ropes to learn. Sometimes I feel like I'm John Smith sailing the Mayflower ship all by myself (LOL!) and its harder than it looks Alain :)
Results are similar to the MQL4 tester's (assuming 99% accuracy was used) but the real nuisance is being denied entry/exit to/from the market (can't control). Trade entry/exit speed is based on network connection speed (can control). I don't have it all together yet but I do what I can.
Thank you
I'm still "learning the ropes" cause it always seems like there's more ropes to learn. Sometimes I feel like I'm John Smith sailing the Mayflower ship all by myself (LOL!) and its harder than it looks Alain :)
Results are similar to the MQL4 tester's (assuming 99% accuracy was used) but the real nuisance is being denied entry/exit to/from the market (can't control). Trade entry/exit speed is based on network connection speed (can control). I don't have it all together yet but I do what I can.
Thank you
Thank you for your reply Nathan.
Edit : I don't think John Smith has nothing to do with the Mayflower.
Thank you for your reply Nathan.
Yes sir.
Thank you
Thank you for your reply Nathan.
Edit : I don't think John Smith has nothing to do with the Mayflower.
You're probably right but like I said, I do what I can :)
Thank you
Sorry RaptorUK,
I do not really understand your question. It looks like it is not clear for you that the more ticks are in the tester, not in real life. Therefore I do not miss ticks from the tester, I would like to throw out the extra ones from them (because I trust in that my real time data recorded on VPS is right and complete). In the example above, 49676-27878=21798 additional ticks are generated by the tester. (it is EURUSD data on Alpari broker, I have forgotten to mention it, although it probably does not matter).