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Attain Same Backtest Result On OpenPrice Only and EveryTick

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Olumide Samson
91
Olumide Samson  

I have a NewBar() function which allow my expert trade only on New Bar, but i've been seeing different results using Every Tick and Open Prices Only,why?

 

My Expert trades On New Bar, but yet still seeing different results in the two Strategy Tester Modes..

 

Is there a way to achieve same results on the two mode or a way to make my expert function same in Open Prices Only and Every Tick?

 

Thanks,

noobshow 

Keith Watford
Moderator
10568
Keith Watford  
Are there order management events that are tick based.? Trailing stop, move to BE etc?
Olumide Samson
91
Olumide Samson  
GumRai:
Are there order management events that are tick based.? Trailing stop, move to BE etc?

TrailingStop and BE  are all before New Bar Check

 

if(Trailvalue > 0){
TrailingStop(Trailvalue);
     }
      if(!isNewBar()) return(0);
     if(Signalbuy)
          {
   OrderSend();
       }

 But, most time, this expert advisor act different in the two modes of Strategy tester

ThreadHandle
105
ThreadHandle  

The tick data isnt identical, you may have a mismatch with the server but even i've noticed certain currency pairs over certain time periods the actual tick data in the strategy tester can come out quite different. There is a % of accuracy for strategy tester, its never 100% i dont think.


Yours sounds like a timing error though, like timing isnt synced properly. If you start a 1m bar at 1.30, then 2.30 then 3.30 etc the bars could look drastically different. Well the open and close anyway basically the candlesticks. The line chart would still average. Have you checked to see if the line chart looks the same?

Keith Watford
Moderator
10568
Keith Watford  
noobshow:

TrailingStop and BE  are all before New Bar Check

 

 But, most time, this expert advisor act different in the two modes of Strategy tester

Obviously, results will be different when the trailing stop is checking every tick compared to only at bar open
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