Am i missing something? (backtesting on MT5 is a BUGFEST).

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Arturo Alan Baldenegro Barrera
1234
Arturo Alan Baldenegro Barrera  

I made an EA that opens a buy and a sell order on ATR extremes EVERY candle.
So if i run it on 1M bars, it should operate every minute as this:

 




Then i run the MT5 Visualization with 1M, Last year, EURUSD, "every tick based on real ticks" settings :




And i get this:






What am i missing?

Sergey Golubev
Moderator
106720
Sergey Golubev  
Hi abaldenegro,

This backtesting (every tick based on real ticks) are same as you are trading. It means: the data for backtesting is coming from your Metatrader. Are you sure that you or the broker are having enough data for backtesting? You can check it - right mouse click on any place on Market watch - Bars - 


Alain Verleyen
36617
Alain Verleyen  
abaldenegro:

I made an EA that opens a buy and a sell order on ATR extremes EVERY candle.
So if i run it on 1M bars, it should operate every minute as this:

 




Then i run the MT5 Visualization with 1M, Last year, EURUSD, "every tick based on real ticks" settings :




And i get this:






What am i missing?

Seems the data provided by your broker are wrong, talk to your broker. Try it with an other.

Which MT5 build are you using ?

Arturo Alan Baldenegro Barrera
1234
Arturo Alan Baldenegro Barrera  
Sergey Golubev:
Hi abaldenegro,

This backtesting (every tick based on real ticks) are same as you are trading. It means: the data for backtesting is coming from your Metatrader. Are you sure that you or the broker are having enough data for backtesting? You can check it - right mouse click on any place on Market watch - Bars - 



Greetings Sergey Golubev, i thought the needed data was downloaded automatically on MT5 (but of course it couldn't be that easy), so i checked what kind of data i could get using this and it is not GOOD at all (but i least i know why it didn't work). 

I have tick data for MT4, but the backtesting is ridiculously slow . So is there any way to import .fxt, .csv, or other kind of data to MT5? Or even pick a broker that offers good data, any pointers?

Thanks for your answers.

Alain Verleyen
36617
Alain Verleyen  
abaldenegro:

Greetings Sergey Golubev, i thought the needed data was downloaded automatically on MT5 (but of course it couldn't be that easy), so i checked what kind of data i could get using this and it is not GOOD at all (but i least i know why it didn't work). 

I have tick data for MT4, but the backtesting is ridiculously slow . So is there any way to import .fxt, .csv, or other kind of data to MT5? Or even pick a broker that offers good data, any pointers?

Thanks for your answers.

You can now import your own data with MT5 (still in beta).

New MetaTrader 5 Platform Build 1640: Creating and testing custom symbols

Arturo Alan Baldenegro Barrera
1234
Arturo Alan Baldenegro Barrera  
Alain Verleyen:

Seems the data provided by your broker are wrong, talk to your broker. Try it with an other.

Which MT5 build are you using ?

Hello Alain

Yes, it is wrong (the spreads widen a lot and there are long gaps), i contacted them via chat and told me i should have no problem downloading data from the server as far as 10 years, but there is no quality into it.

I am using version 5.00 build 1630. Any pointers on how to get quality data for MT5? 

Thanks for your answers. 

Arturo Alan Baldenegro Barrera
1234
Arturo Alan Baldenegro Barrera  
Alain Verleyen:

You can now import your own data with MT5 (still in beta).

New MetaTrader 5 Platform Build 1640: Creating and testing custom symbols


I see, so it's still a new feature, thank you, i am going to check it out! Is there a safer way to make this work with a broker (for data parity)? IC markets seems like a good broker, but the tick data is awful.

Alain Verleyen
36617
Alain Verleyen  
abaldenegro:

I see, so it's still a new feature, thank you, i am going to check it out! Is there a safer way to make this work with a broker (for data parity)? IC markets seems like a good broker, but the tick data is awful.

I am using Alpari, data seems ok.
Arturo Alan Baldenegro Barrera
1234
Arturo Alan Baldenegro Barrera  
Alain Verleyen:
I am using Alpari, data seems ok.

Thanks, will check out!

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