MT5 Strategy Tester Spread

Fernando Carreiro 2017.02.25 23:11 #1

gangsta1: Quick simple question - what spread is used in the mt5 strategy tester?

Variable Spread based on Data from the Broker. When using Real Tick Data, then Real Spread on a Tick by Tick basis is used.

gangsta1 2017.02.25 23:16 #2

Fernando Carreiro:
Variable Spread based on Data from the Broker. When using Real Tick Data, then Real Spread on a Tick by Tick basis is used.

Thank you. Is the "real tick data" back testing in mt5 the equivalent (or perhaps even better) of back testing with imported tick data in mt4 and 99% modelling quality there? (I use TDS to do this in mt4 currently, looking to move fully onto mt5).

Why some great coders Discussion of article "Guide Using tick data? 100%

Fernando Carreiro 2017.02.25 23:30 #3

gangsta1: Thank you. Is the "real tick data" back testing in mt5 the equivalent (or perhaps even better) of back testing with imported tick data in mt4 and 99% modelling quality there? (I use TDS to do this in mt4 currently, looking to move fully onto mt5).

It is "better" if you consider that you are using your own brokers data and not imported data from another broker. However, how your broker's data quality compares, is a totally different story!

gangsta1 2017.02.25 23:34 #4

Fernando Carreiro:
It is "better" if you consider that you are using your own brokers data and not imported data from another broker. However, how your broker's data quality compares, is a totally different story!

That makes sense, thank you. Is there a general consensus around of which is the broker with the "best" data for mt5 strategy testing or is that simply a matter of opinion?

Fernando Carreiro 2017.02.25 23:38 #5

gangsta1: That makes sense, thank you. Is there a general consensus around of which is the broker with the "best" data for mt5 strategy testing or is that simply a matter of opinion?

I am unaware of such information as such comparison is against the forum rules (namely, not comparing or talking about specific brokers in particular).

gangsta1 2017.02.25 23:45 #6

Fernando Carreiro:
I am unaware of such information as such comparison is against the forum rules (namely, not comparing or talking about specific brokers in particular).

Ah yes, that also makes sense - I now see how I was asking such a question. Thank you for the clarification.

Paulo Possobon 2020.08.25 15:10 #7

Hello there, I'm checking many topics in the forum, however I didn't find the answer yet. My EA can't verify the maximum spread in backtest. This maximum spread works perfectly in real time, but I can't test it in back test. Few years ago I bought one EA that does that, so I know it's possible (test maximum spread in back test) but don't know how... :-(

Errors, bugs, questions About 10 years of Error 130 :S