cms550790:
Hi I have a couple of questions on the behaviour of the strategy tester in the presence of gaps. I did a quick search and didn't spot the answers, however please let me know if these are documented somewhere.
Thank you all for the prompt replies, points understood.
Let me add some background here.
I have an EA, however I also have another piece of software, let's call it the 'auditor', that checks that the EA is doing the right thing, making the correct orders at the right time etc.
What the auditor flagged was the following
B - Pending Buy Stop Order, Stop @25, Limit @35 B Pending Bar 1 - open 10, close 20 B Pending Bar 2 - open 40, close 50 B Opened Bar 3 - open 50, close 51 B Closed
whereas in reality it was expecting (and what I'd expect in reality)
B - Pending Buy Stop Order, Stop @25, Limit @35 B Pending Bar 1 - open 10, close 20 B Pending Bar 2 - open 40, close 50 B Closed Bar 3 - open 50, close 51 B Closed
After the gap, the strategy tester modelled the order as still open, whereas in reality I believe it should already have been closed. In fact, I had a number of buy stops that I expected to be closed, but were all open following the initial bar after the gap, and only closed on the subsequent bar. The upshot of this was that my EA didn't place subsequent trades until the initial buy stops were closed, so to my auditor it looked like the trades were being placed 'late'.
My intention is that the auditor be able to run with either the strategy tester or with live trading, and therefore needs to understand nuances such as these to be effective. My objective here was really to understand the way MT4 models orders during testing in the presence of such data so I can make adjustments to the auditor as necessary.
Thanks.
As the tester closes positions for Sunday's gaps.
And so it happened to me that just shut broker real open positions. Of course, the intervention improved, but as you have dozens of items per day, the flowers can escape.
Is not that a problem MT4, which is also accurately reproduced in the MT4 broker's side?
Do not be a tease. This mistake google.
"Of course, the intervention improved, but as you have dozens of items daily, so bugs can escape the attention."
In Polish language, "these flowers" is a mild term, like something is cranky.
Now understand, and maybe even have to explain something?

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