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is there difference between testing mode and reality ? real market versus strategy testing/tester ?

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Jonathan Despres
381
Jonathan Despres 2013.09.29 23:01 
is there difference between testing mode and reality ? real market versus strategy testing/tester ?
Documentation on MQL5: Standard Constants, Enumerations and Structures / Environment State / Running MQL5 Program Properties
Documentation on MQL5: Standard Constants, Enumerations and Structures / Environment State / Running MQL5 Program Properties
  • www.mql5.com
Standard Constants, Enumerations and Structures / Environment State / Running MQL5 Program Properties - Documentation on MQL5
Simon Gniadkowski
Moderator
18002
Simon Gniadkowski 2013.09.29 23:37  
jonano:
is there difference between testing mode and reality ? real market versus strategy testing/tester ?

Yes,  of course there is . . .

  • the Strategy Tester simulates ticks,  however good they may or may not be they are simulated
  • the Strategy Tester does not simulate timeouts or Internet connection interrupts
  • the Strategy Tester does not simulate slippage ( deviation ) 

Dua Yong Rew
5436
Dua Yong Rew 2013.09.30 03:36  
jonano:
is there difference between testing mode and reality ? real market versus strategy testing/tester ?
there's a number of threads with the same question. you may want to do a search for more info.
Jinsong Zhang
15749
Jinsong Zhang 2013.09.30 04:58  
RaptorUK:

Yes,  of course there is . . .

  • the Strategy Tester simulates ticks,  however good they may or may not be they are simulated
  • the Strategy Tester does not simulate timeouts or Internet connection interrupts
  • the Strategy Tester does not simulate slippage ( deviation ) 

Random Delay:
http://www.metatrader5.com/en/terminal/help/tester/tester_settings#trade_mode
Simon Gniadkowski
Moderator
18002
Simon Gniadkowski 2013.09.30 08:53  
What is the relevance of that to my post ?  I didn't mention delays in processing trades . . .
Alain Verleyen
Moderator
31085
Alain Verleyen 2013.09.30 09:01  
RaptorUK:
What is the relevance of that to my post ?  I didn't mention delays in processing trades . . .

You mentioned that ST doesn't simulate slippage...which isn't right.

From the moment of request sending till its execution the price can change. Depending on the deviation set in the order it can be executed at the current price (if it is within the deviation) or a requote can be sent. Testing in this mode allows you to correctly code processing of such situations.

So MT5 Strategy tester can simulate slippage. However it's only a simulation...
Simon Gniadkowski
Moderator
18002
Simon Gniadkowski 2013.09.30 09:20  
angevoyageur:

You mentioned that ST doesn't simulate slippage...which isn't right.

So MT5 Strategy tester can simulate slippage. However it's only a simulation...

Ah . . .

Random Delay

The Random Delay mode allows testing an Expert Advisor in conditions maximally close to real conditions. From the moment of request sending till its execution the price can change. Depending on the deviation set in the order it can be executed at the current price (if it is within the deviation) or a requote can be sent. Testing in this mode allows you to correctly code processing of such situations.

Simulation of a delay is performed for all requests sent from a terminal (order placing, change of stop levels, etc.). The execution delay is performed as follows: a number from 0 to 9 is selected randomly - this is the number of seconds for a delay; If a selected number is equal to 9, another number from the same range is selected randomly and added to the first one. Thus, the possibility of a delay for 0-8 seconds is 90%, possibility of a 9-18 second delay is 10%.

 from here:  http://www.metatrader5.com/en/terminal/help/tester/tester_settings

So turning on Random Delay also enables a simulation of deviation ( slippage ) ?

Alain Verleyen
Moderator
31085
Alain Verleyen 2013.09.30 13:04  
RaptorUK:

Ah . . .

 from here:  http://www.metatrader5.com/en/terminal/help/tester/tester_settings

So turning on Random Delay also enables a simulation of deviation ( slippage ) ?

This is how I understand the documentation, I don't tried yet however.
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