it would be useful ,
it depend upon strategy applied...
Critical, how can a backtest be the same as a real chart test if the data is averaged?
The Tick data is surmised in the Strategy tester and does not follow the real tick ebs and flows of a real live chart...
I have lost confidence in MQL5 basktesting using the Strategy tester and now rely on real Demo account forward testing for the best result. I have proven this many times with different EAs that the results from a Live test on a Demo account can differ greatly from the Strategy tester results.
Momentum, Liquidity and Volatility are the main failing of the Strategy tester due to the averaging of Tick data.
We NEED the ability to import REAL tick data that MT5 can then replay accurately when using the Strategy tester.
If MetaQuotes have any respect for the community that uses their product, this matter cannot go without a response. If this issue is not given any attention then I personally will be looking for alternatives, I can also imagine that this is hindering the uptake of MT5 and is not in the interest of the growth of MT5 and MQL5 in the future.
I can also verify that in collaboration with other MQL5 Market place sellers, this is a real problem that seriously affects the outcome of Strategy tester vs Real life testing ..
I agree with tmoore on the importance to have an accurate Strategy Tester, and that for ALL STRATEGY. I don't understand how the Strategy Tester with generated tick could cover "99% of traders requires". There are much strategies that requires real tick data to have a chance to give an accurate result with Strategy Tester.
Im not so fussed on the accuracy of ticks, if an EA is going to be designed for live trading, it should be tested on live trading; backtesting with no regard for live trading is window-dressing IMHO (anyway, all brokers distort their ticks and volumes, im positively certain of that). What i would like, though...if the strategy test results in mql5 showed the maximum draw down in each individual trade, then you would have a theoretical open, high, low and close of each individual trade in the backtested data. From there you can turn this strategy data into a candle chart, and perform classical TA on different strats to get a visual on how different strategies are performing; you can do this in FXCM's Strategy Trader, there is a bit of work involved though with chopping up .csv files and turning them into OHLC data; if this process could be automated it would be very nice indeed.
** Having read the above comments, i will water down my comments about backtesting resembling window-dressing; window-dressing it may well be in most cases, but window-dressing with averaged data is just a joke. Sorry about that... i overlooked why a lot of people use MQL5, i.e to check out preliminary ideas before forward testing, using "real" data to do this is essential, and i really thought that went without saying.