HUGE BUG @ Strategy Tester AND Demo Accounts

 

While testing an EA, I've got the following results. It's completely unrealistic and it mirrors a HUGE flaw at strategy tester, using every tick based on real ticks: when testing limit orders, orders are always placed at first at the book, so it's gets immediate execution. At demo accounts too. As it seems...


 

Different broker. Also netting account. Derivative. Live demo.

 
Arthur Albano:

Different broker. Also netting account. Derivative. Live demo.

World's Fifth leading derivative market (B3)...


 
Arthur Albano:

Different broker. Also netting account. Derivative. Live demo.

Only profit. As it uses only limit orders, I always get hit first. Unrealistic.

 
Unfortunately, that's well known weaknesses of MT5 Strategy Tester or demo account on Exchange market. The DOM is not used at all.
 

Exactly, this is what it is regarding Metatrader...

Knowing you are from Brazil, the only simulator that is truly reliable is Nelogica's Profit Chart, in second place comes Tryd... but, both of them don't accept programmable EAs...

So, the best way - if you truly believe in yur strategy - and once passed your Strategy Tester rounds of viability, is using 1 contract on a real live account, watching closely and filming all operations...

;)

 
Alain Verleyen:
Unfortunately, that's well known weaknesses of MT5 Strategy Tester or demo account on Exchange market. The DOM is not used at all.

I see... Today's balance graph :P


 
Minions Labs:

Exactly, this is what it is regarding Metatrader...

Knowing you are from Brazil, the only simulator that is truly reliable is Nelogica's Profit Chart, in second place comes Tryd... but, both of them don't accept programmable EAs...

So, the best way - if you truly believe in yur strategy - and once passed your Strategy Tester rounds of viability, is using 1 contract on a real live account, watching closely and filming all operations...

;)

Profit chart accepts some automation. However, Tryd has a C++/C#/Java like MT5... Or perhaps I create an EA that reads DOM and simulate a position inside the book...

 
Arthur Albano:

Profit chart accepts some automation. However, Tryd has a C++/C#/Java like MT5... Or perhaps I create an EA that reads DOM and simulate a position inside the book...

Very doubtful... But, as I say, nothing is impossible...


;)

 
Minions Labs:

Very doubtful... But, as I say, nothing is impossible...


;)

I will study more... :)
 
Arthur Albano:

While testing an EA, I've got the following results. It's completely unrealistic and it mirrors a HUGE flaw at strategy tester, using every tick based on real ticks: when testing limit orders, orders are always placed at first at the book, so it's gets immediate execution. At demo accounts too. As it seems...


I can notice there's no deposit load on your tester's curve. How's that ? 

It seems like there's no loss at all also on HUGE 11 months period, could you please complete these artworks with some numbers from the report (to help the debuggers) ?

Reason: