MT4 backtest behaviour: SL triggered in gap while market closed
ubzen:
Its a limitation of mt4-tester.
How do you test EA's on data with natural gaps? Don't set stop-loss in the back-tester. Rather close the order using the OrderClose() function. <--- Just a suggestion which I think solves your problem. Please don't ask me why there's not a better way.
Thanks. How is it handled in MT5-tester?
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Hi everybody,
I'm currently testing an EA trading DAX index or FDAX future.
Of course those timelines can have gaps between market close and market open. My problem is, that MT4 seems to trigger SL exactly at desired level even if there is no tradeable data. In reality I could only close the position when the market reopens and my loss could be much higher. This makes testing of open positions covering more than one day very biased and useless. How do you test EA's on data with natural gaps?
Thanks
Skai