mt5 strategy tester ticks - page 5
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It walks like zig-zag and follows the path of the bar (remember). The real price could do allot of this: /\/\/\/\/\/\/\/. The strategy tester is not going to generate that kind of 2_points || 2_pips range. After one V-like movement, it moves on.
Thanks for taking the time to verify your arguments with tests. I should be more like you ;-)
Why do you insist on this point ?
I'm not insisting on any point, all I did was ask if NyemaSanya kept track of the ticks that weren't counted and recorded, the answer was that they were not. When asked how to do it I answered. It seems to me a little silly to say that all the ticks have been recorded and there are fewer actual ticks than the Strategy Tester produces when in fact NyemaSanya does not know how many ticks were missed so does not know if there is a difference in the number of real ticks and the number produced by the Strategy Tester.
I'm sure it would be far quicker for NyemaSanya to repeat the test with a small addition to the code to count the missed ticks than it would be for me to code it all from scratch and it would be more credible.
Just came to my mind one another thing, showing how ridiculous his sticking is. To get the tick data of the tester I did run the EA without visualisation. That is far more faster than real life speed, to get one day takes less than half a minute. Even in this case all ticks were recorded....
It walks like zig-zag and follows the path of the bar (remember). The real price could do allot of this: /\/\/\/\/\/\/\/. The strategy tester is not going to generate that kind of 2_points || 2_pips range. After one V-like movement, it moves on.
...
Your explanation is good for the relative location of each tick, but I don't see how that can explain the difference in the quantity of ticks. Maybe I misunderstood the algorithm.
In my example, there are 15_ticks within that m1_bar. I don't believer the generator will generate 15 ticks. It'll instead generate only 3_ticks /\/ [up_down_up]. The bar described is a bullish_bar with only 1_tick in between. There's really no candle-wicks, mostly body which would look like a white box if drawn as a candle. I could be wrong, but from what I understand, the generation algorithm would not bounce up-&-down between those 2_ticks 15 times just because it's trying to get the target volume.
In my example, there are 15_ticks within that m1_bar. I don't believer the generator will generate 15 ticks. It'll instead generate only 3_ticks /\/ [up_down_up]. The bar described is a bullish_bar with only 1_tick in between. There's really no candle-wicks, mostly body which would look like a white box if drawn as a candle. I could be wrong, but from what I understand, the generation algorithm would not bounce up-&-down between those 2_ticks 15 times just because it's trying to get the target volume.
I found a M1 bar with equal OHLC values and with a tick count of 6, when replayed in the Strategy Tester it generated 1 tick but still showed a tick count of 6 for the bar. So I agree with your belief.
All 6 ticks have the same OHLC ?
6 is the number of ticks you capture or the Volume of this bar ?
All 6 ticks have the same OHLC ?
6 is the number of ticks you capture or the Volume of this bar ?
No, the M1 bar has the same value for Open, High, Low and Close and during it's minute there were 6 ticks, turn on Tick Volumes and we can see the number of ticks for a bar on the bottom right of the MT5 window.
6 was the tick count (Tick Volume) for the bar. I then ran the day that contained this bar in the Strategy Tester ( set to M1 ) and watched this bar form on a slow speed . . . there was only one tick generated for it.
No, the M1 bar has the same value for Open, High, Low and Close and during it's minute there were 6 ticks, turn on Tick Volumes and we can see the number of ticks for a bar on the bottom right of the MT5 window.
6 was the tick count (Tick Volume) for the bar. I then ran the day that contained this bar in the Strategy Tester ( set to M1 ) and watched this bar form on a slow speed . . . there was only one tick generated for it.
I believe you RaptorUK. The same thing happened in mt4. The minimum volume a minute_1 bar could hold was 4. Simply because it must have a OHLC requirement for the data structure. When it runs through these flat bars which exist because of factor like a)whole minute passed without any activity. b) bar opened but never changed until next bar and finally c) market_info [ tick_value ] || [ margin_required ] changed ... most applicable for cross-currencies || synthetic pairs.
Scenario C, could have caused these 6_volume || maybe it just missed 5_ticks 2_ticks || just bad data. Anyways... the strategy tester with even the basic 4_volume never spent four_start() upon those bars. It went one and moved on.
In this case, I agree with meta-quotes, nothing changed why spent time sitting there. However, for my /\/\/\/\/\/\/\/ example, I'm not sure this is best approach and hope thats not the case. Someone could make an algorithm for 15 ticks bounces as trade trigger. This could possibly happen in real-life but might never happen in tester.