Trading times - forward & backward tests compared
input for backtest versus forward test
same problem as in https://www.mql5.com/en/forum : In forward test, even with H4, the indicator (or EA) seems to get tick input (around every second). However, in backtest the indicator (or EA) seems to get only 4 numbers (open-high-low-close) each 4 hours. I do not know is it a bug of the MT4 or can the programmer (you and me) make sure somehow that even in forward test, we get signals only every 4 hours. - Any help from other readers ?
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I was comparing some results from an EA that I've back tested and forward tested. The results were relatively similar except for some of the times.
This is on a H4 chart.
On the backtest, if I ignore orders being closed because of stoploss or takeprofit, the rest of the orders occur at 4hr time intervals since that's when the new bar pops up.
When forward testing, when the EA closes/opens an order that's not due to a SL or TP, it doesn't appear to occur on 4hr intervals. Some as often as 2hrs, others after 5hours. Since the indicator doesn't get it's new bar untill 4 hours has passed, why is it that it would get any new signal in between the 4 hour marks?
Shouldn't any indicator running on H4 or Hxx not get any new indications, and therefore not change any orders, untill that 4hr or xx time period cycles?
Thanks,
Adam