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

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Jonathan Despres
380
Jonathan Despres  
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
18045
Simon Gniadkowski  
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
5536
Dua Yong Rew  
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
17401
Jinsong Zhang  
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:
https://www.metatrader5.com/en/terminal/help/testing
Simon Gniadkowski
Moderator
18045
Simon Gniadkowski  
What is the relevance of that to my post ?  I didn't mention delays in processing trades . . .
Alain Verleyen
Moderator
33763
Alain Verleyen  
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
18045
Simon Gniadkowski  
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:  https://www.metatrader5.com/en/terminal/help/testing

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

Alain Verleyen
Moderator
33763
Alain Verleyen  
RaptorUK:

Ah . . .

 from here:  https://www.metatrader5.com/en/terminal/help/testing

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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