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what is the ticket means in tester strategy?

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Fa Cao
1141
Fa Cao 2013.12.31 04:07 

I don't know what the ticket means in tester strategy. means an "new" order closed, or other some thing?

in tester strategy, I always think Bid is M1's open price minus spread and Ask is M1's open price plus spread, it is ok?

Now I am learning DDE of MT4, shall I get some detail files about it, especially on excel ?

thanks for your time/

Ubzen
5394
Ubzen 2013.12.31 06:10  
vx0532:

I don't know what the ticket means in tester strategy. means an "new" order closed, or other some thing?

in tester strategy, I always think Bid is M1's open price minus spread and Ask is M1's open price plus spread, it is ok?

Now I am learning DDE of MT4, shall I get some detail files about it, especially on excel ?

thanks for your time/

You really should read the Book and get the basics.
Simon Gniadkowski
Moderator
18001
Simon Gniadkowski 2013.12.31 10:04  
vx0532:

I don't know what the ticket means in tester strategy. means an "new" order closed, or other some thing?

in tester strategy, I always think Bid is M1's open price minus spread and Ask is M1's open price plus spread, it is ok?

Now I am learning DDE of MT4, shall I get some detail files about it, especially on excel ?

thanks for your time/

Each Order has a unique ticket number . . . it's exactly the same in the Strategy Tester but the unique part only applies for the duration of the individual Strategy Test run. In the Strategy Tester ticket number start at 1.

You really do need to read this and implement it in your code . . . What are Function return values ? How do I use them ?
Fa Cao
1141
Fa Cao 2014.01.05 01:24  


Thanks for all of your advice, I have read them.

in the fact, I just want to know what is the bid and ask, I mean the bid/ask price has existed in tester strategy or has been calculated by something, such as spread? or how "spead" works in tester strategy?

thanks.

JDeel
239
JDeel 2014.01.05 01:38  
When backtesting ticks are generated with some algorythm. What you have in your history data are Open/High/Low/Close values of candles. You can easily see that in "Tools -> History Center". The highest "resolution" is 1 minute. Spread is fixed and in MT4 you can actually define it before the backtest. If not, the current spread of that symbol will be used... but better define it for yourself at least to know how big is it. There is also no slippage and swap in backtests, and you can't backtest more than one symbol... at least with the current official MT4.
Fa Cao
1141
Fa Cao 2014.01.05 08:04  
JDeel:
When backtesting ticks are generated with some algorythm. What you have in your history data are Open/High/Low/Close values of candles. You can easily see that in "Tools -> History Center". The highest "resolution" is 1 minute. Spread is fixed and in MT4 you can actually define it before the backtest. If not, the current spread of that symbol will be used... but better define it for yourself at least to know how big is it. There is also no slippage and swap in backtests, and you can't backtest more than one symbol... at least with the current official MT4.

so when backtesting, the bid / ask is open[0] -/+ spread/2, yes? 1 minute means 1 tick? what about "volumn" means, I mean when testbacking an EA by data which is download from internet, for example, test from 2013.9.1-2013.10.1, visual mode: 32, teater run very fast; but when testbacking the same EA by data which is download naturely(means just zoom out bars and go to left to see more bars, when we see, the bars data have been download), for example, test from 2013.12.5 to 2014.1.5, visual mode:32, tester run very slow; how do you think about this?
Simon Gniadkowski
Moderator
18001
Simon Gniadkowski 2014.01.05 09:55  
vx0532:

so when backtesting, the bid / ask is open[0] -/+ spread/2, yes? 1 minute means 1 tick? what about "volumn" means, I mean when testbacking an EA by data which is download from internet, for example, test from 2013.9.1-2013.10.1, visual mode: 32, teater run very fast; but when testbacking the same EA by data which is download naturely(means just zoom out bars and go to left to see more bars, when we see, the bars data have been download), for example, test from 2013.12.5 to 2014.1.5, visual mode:32, tester run very slow; how do you think about this?
The Volume (tick count) of the M1 bars (if yo have M1 data for the date range you are testing) determines how many synthetic ticks are created by the Strategy Tester . . . so if you download data that has a high tick count per bar the Strategy Tester will run slower than for history data that has a lower tick count per bar, there is a little more background information here: https://www.mql5.com/en/articles/75
Fa Cao
1141
Fa Cao 2014.01.06 02:47  
RaptorUK:
The Volume (tick count) of the M1 bars (if yo have M1 data for the date range you are testing) determines how many synthetic ticks are created by the Strategy Tester . . . so if you download data that has a high tick count per bar the Strategy Tester will run slower than for history data that has a lower tick count per bar, there is a little more background information here: https://www.mql5.com/en/articles/75


Thank you for your recommend post, I have read and have questions as below:

1. in that article, major discuss about MT5, I use MT4; it said "Strategy Tester of the MetaTrader 5 terminal uses only one mode of price modeling in testing - the generation of ticks on the basis of existing historical data on minute time frames of the used symbols. The remaining modes of simulations in MetaTrader 4 were removed because despite their high speed, they failed to provide a high accuracy of testing. ", I think it means MT5 use one mode of MT4's modes, maybe control points, and the modes of every ticket and open price only were deleted, yes?

2. In the fact, whatever mode, I just want to know how does bid / ask price is produced for one ticket, maybe the point price +/- 0.5*spread?

Thanks a lot!

Ubzen
5394
Ubzen 2014.01.06 04:27  
vx0532:


Thank you for your recommend post, I have read and have questions as below:

1. in that article, major discuss about MT5, I use MT4; it said "Strategy Tester of the MetaTrader 5 terminal uses only one mode of price modeling in testing - the generation of ticks on the basis of existing historical data on minute time frames of the used symbols. The remaining modes of simulations in MetaTrader 4 were removed because despite their high speed, they failed to provide a high accuracy of testing. ", I think it means MT5 use one mode of MT4's modes, maybe control points, and the modes of every ticket and open price only were deleted, yes?

2. In the fact, whatever mode, I just want to know how does bid / ask price is produced for one ticket, maybe the point price +/- 0.5*spread?

Thanks a lot!

1. The Control Point Mode was removed.

2. MetaTrader prices are Bid. The Ask is generated during Testing by adding the Spreads to the Bid. Therefore if Bid=1.54321 and Spread=10. Then the Ask will be 1.54331 (1.54321+10(Points)).

Prices aren't generated for individual Tickets. Prices (Bid && Ask) are generated for Symbols.

The Ticket is a Number assigned to the Order. Just like you have a name vx0532 and I have a name Ubzen. Orders have Numbers so that we can tell the difference between orders.

Within the strategy tester, the first order during your test is Number_1 (1). Next is 2 .. followed by 3 and so-on.

In a live market, the broker assigns the Numbers and your Ticket_Number may appear out of sequence.

Fa Cao
1141
Fa Cao 2014.01.06 05:09  
ubzen:

1. The Control Point Mode was removed.

2. MetaTrader prices are Bid. The Ask is generated during Testing by adding the Spreads to the Bid. Therefore if Bid=1.54321 and Spread=10. Then the Ask will be 1.54331 (1.54321+10(Points)).

Prices aren't generated for individual Tickets. Prices (Bid && Ask) are generated for Symbols.

The Ticket is a Number assigned to the Order. Just like you have a name vx0532 and I have a name Ubzen. Orders have Numbers so that we can tell the difference between orders.

Within the strategy tester, the first order during your test is Number_1 (1). Next is 2 .. followed by 3 and so-on.

In a live market, the broker assigns the Numbers and your Ticket_Number may appear out of sequence.


thanks. but I still have a question:

what does it do to generate tickets in strategy tester, and why EA run slow in the data which has high tick count per bar in the Strategy Tester?

Ubzen
5394
Ubzen 2014.01.06 05:33  
vx0532:


thanks. but I still have a question:

what does it do to generate tickets in strategy tester, and why EA run slow in the data which has high tick count per bar in the Strategy Tester?

1) So that you know which ticket to Select or Close.

Added: It keeps a Counter, and increments that Counter by 1.

2) High tick_count means more data to process.

Which of these can you count faster? From 1 to 10. Or From 1 to 100.

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