Discussion of article "The algorithm of ticks’ generation within the strategy tester of the MetaTrader 5 terminal" - page 21

[Lucas Martinoia]

Hi, I've executed several tests using Strategy Tester and I found a problem with ticks generated automatically by Strategy Tester, it's impossible to reply true tick movements (please see attached document) and this situation obsviously impact in your test results, so I'm currently using my own tick history data (from TrueFx.com) in Meta Trader according the following guidelines https://eareview.net/tick-data/convert-tick-data .

[Mladen Rakic]

Lucas Martinoia:
Hi, I've executed several tests using Strategy Tester and I found a problem with ticks generated automatically by Strategy Tester, it's impossible to reply true tick movements (please see attached document) and this situation obsviously impact in your test results, so I'm currently using my own tick history data (from TrueFx.com) in Meta Trader according the following guidelines https://eareview.net/tick-data/convert-tick-data .

Aren't you comparing the wrong things (the thread is about metatrader 5 you are posting links to how to do that using metatrader 4)?

[Vladimir Karputov]

Forum on trading, automated trading systems and testing trading strategies

Write and earn in MQL5

fxsaber, 2017.09.18:40 PM

История тиков в онлайне была собрана с помощью индикатора, описанного в статье Создание тиковых индикаторов.

Both tick sequences - from the tester and written to a file - are presented on the chart. The green colour represents ticks received in the tester, and the blue colour represents ticks received on the MetaQuotes-Demo trade server and recorded into a file by the indicator.

You can move the mouse pointer to any place of the chart and see the data about each tick in the tooltip:

origin (Tester or History);

tick time;

price in a tick.

The chart clearly shows that the quality of ticks modelling in the MetaTrader 5 client terminal tester allows for adequate testing of Expert Advisors on historical data.

https://www.mql5.com/ru/articles/75

Where is this chart in the article?

[ณรงค์ บารมี]

luckybaby123:

I think this article is helpful to you. https://www.mql5.com/en/articles/75

Btw, the algorithm of ticks ' generation in MT4 is really confused especially the modes of control points.

Jonh

[Astralplane]

Im wondering if anyone had further thoughts on UGO58’s question of a few years ago?

I have an ea with good results on all tick mode but fails demo.

Is it possible to apply the tick generator algo real time or does tester collect whole 1 minute bar history before applying the algo.

[Alain Verleyen]

Astralplane:

Im wondering if anyone had further thoughts on UGO58’s question of a few years ago?

I have an ea with good results on all tick mode but fails demo.

Is it possible to apply the tick generator algo real time or does tester collect whole 1 minute bar history before applying the algo.

Funny. It's like "I had a dream is it possible to apply it in reality ?"...lol

[Denis Kirichenko]

Please clarify the meaning of the term "candle spread".