Metatrader 4 build 418 ... - page 5

 

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I got different results for different brokers so it is not a build 419 problem ... that is why I posted results for another broker too. But with the number of "missing ticks" there is no way that trading results can be the same on different brokers

 

Yes, That is a constant fact with MT4 and probably with the others too..

Hi Misters,

I'has known about these problem since 2007. In fact that depend too of the work of the processor and the built of the indicator or the EA . Each time Cpu is in charge when a tick arrive, it miss it because it is in charge .

When the programmer are sensitive about these problem, they re-think their EA to economize CPU first and second they include a recalculation of the last three barre on each new barre to re-include the lost tick.

 

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Ilevna

The indicator for testing the "missing ticks" is as simple as it gets. So there is no processor time overhead that could cause the missing ticks. They were simply not sent to some users. The question is what users do not get those ticks and why ...

Even more, when I was working on an indicator that calculated a kind of average volume, I could not believe my eyes when I saw that the indicator was repainting since there was no way it should do it. Till I took some screen shots and noticed that the volumes (ticks) are altered backwards - after 2-3 hours. And all that on a forex symbol ...

Ilevna:
Hi Misters,

I'has known about these problem since 2007. In fact that depend too of the work of the processor and the built of the indicator or the EA . Each time Cpu is in charge when a tick arrive, it miss it because it is in charge .

When the programmer are sensitive about these problem, they re-think their EA to economize CPU first and second they include a recalculation of the last three barre on each new barre to re-include the lost tick.
 
Ilevna:
Hi Misters,

I'has known about these problem since 2007. In fact that depend too of the work of the processor and the built of the indicator or the EA . Each time Cpu is in charge when a tick arrive, it miss it because it is in charge .

When the programmer are sensitive about these problem, they re-think their EA to economize CPU first and second they include a recalculation of the last three barre on each new barre to re-include the lost tick.

Hi Ilevna

The indicator posted uses no CPU whatsoever, so the problem has nothing to do with processor or build of Ea or indicator.So there is only one other reason sorry.

ps)build 209 just now

Files:
 

So, you're Right

, I bow willingly

this is not reassuring...

 

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Exactly.

Just in case made an even faster version (limited bars, not using loop for copying but ArrayCopy which is much, much faster) and the results are still the same. I repeat, this is not a built 419 problem since it will do the same in any metatrader build version the same ... And as a comparison : upper is this version (the faster one) and lower is the previous version (the "slower" one). Same results ...

I have tried it on several brokers, some are a bit better some are worse ...

Files:
_test_1.mq4  1 kb
ticks_3_1.gif  24 kb
 

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After this test I do not know what to think.

First the picture :

Bad, isn't it? Well, the problem is that it is not live data and the problem that is done in visual back test. The "EA" used for visual back test has, all in all, these 3 lines :

int init() { return (0); }

int deinit() { return (0); }

int start() { return (0); }

So no executable code at all. To remind, vertical red line is drawn whenever the difference of a volume and a previous tick of volumes is bigger than 1 (which means it "missed" a tick - a price change). Indicator used is the simplified one (the last one posted), and the speed of visual testing was set to 20 (which is far, far away from the maximum speed for visual back testing)). Attaching the 3 line EA too (so that everybody can test it). Version tested is build 419. Similar results are in version 409 too

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I repeat : this is a result from a visula back test and as such has nothing at all to do with brokers. Those are simulated ticks and simulated volumes

 

Questions about Ticks back test

mladen,

If it can miss ticks, perhaps we can isolate it further.

Perhaps we can determine - Does the MT program miss ticks when the program is busy, or is it some other sort of bug?

Some test considerations - (was MT potentially busy?)

During your Strategy Tester back tests, was the MT platform connected and updating, or not connected?

Were any other charts open?

Big Be

 

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Big Be

That test was done on Saturday (so there were no incoming ticks).

The visual back test was the only one running and only the EA I attached along with the indicator from a few posts ago (the one that limits copies to 500 bars) were running Also, I did set that visual mode speed to 20 (to avoid to fast simulated ticks). And it still did what it did.

The thing that I am concerned about is the following : in visual back test all it has to do with volumes is to increment it by 1 on each simulated tick. If it (metatrader) is making a mistake when adding 1 to some value (previous simulated volume in this case), what else can we expect?

Big Be:
mladen,

If it can miss ticks, perhaps we can isolate it further.

Perhaps we can determine - Does the MT program miss ticks when the program is busy, or is it some other sort of bug?

Some test considerations - (was MT potentially busy?)

During your Strategy Tester back tests, was the MT platform connected and updating, or not connected?

Were any other charts open?

Big Be
 

I have different results with different brokers for some of my indicators and it is annoying.

Example ,I have two different zig zag indicators: one is calculating the total pips for each leg, the other is calculating the percent of the move for each leg.They are both working ok with FXCM but they totally give different results with Brocco.I mean, some times a leg is missing from the indicator or zigzag not drawn from top or bottom.

I have recently started using FXDD, now dolar index indicator from elite section and euro index indicators are not working with this broker.

Despite its popularity considering all that broker plugings and platform problems I have started believing what a farce business metatrader people and their associates are running .

Reason: