MT5 Tester with fixed spread

To add comments, please log in or register
Dr Matthias Hammelsbeck
480
Dr Matthias Hammelsbeck  

Hi everybody,

can someone tell me if I can run the MT5 tester with a fixed (adjustable) spread? How?

Because I have a special strategy which do only run robust with a fixed spread.

Thanks

Matthias

Fernando Carreiro
4402
Fernando Carreiro  
Dr Matthias Hammelsbeck: can someone tell me if I can run the MT5 tester with a fixed (adjustable) spread? How? Because I have a special strategy which do only run robust with a fixed spread.

Currently, there is no standard or simple method to adjust or set the spread to a fixed value when testing under MetaTrader 5's Strategy Tester.

However, with the advent of "Custom Symbols", you can theoretically create your own version of Bar or Tick data with a fixed or padded spread value, and then test your EA against the "Custom Symbol" data. I say theoretically, because I have not tested this myself, but it certainly seems that it is totally possible to do this based on the documentation.

New MetaTrader 5 Platform Build 1640: Creating and testing custom symbols
New MetaTrader 5 Platform Build 1640: Creating and testing custom symbols
  • 2017.07.19
  • www.mql5.com
New MetaTrader 5 Platform Build 1640: Creating and testing custom symbols MetaTrader 5 platform update is to be released on July 21, 2017...
Dr Matthias Hammelsbeck
480
Dr Matthias Hammelsbeck  
Fernando Carreiro:

Currently, there is no standard or simple method to adjust or set the spread to a fixed value when testing under MetaTrader 5's Strategy Tester.

However, with the advent of "Custom Symbols", you can theoretically create your own version of Bar or Tick data with a fixed or padded spread value, and then test your EA against the "Custom Symbol" data. I say theoretically, because I have not tested this myself, but it certainly seems that it is totally possible to do this based on the documentation.


Hi,

thank you for your quick answer. I will check this.

Matthias

JHawk
54
JHawk  

Hi,

I just stumbled over this too :-((

Makes me quite unhappy:

I worked overnight sunday to monday with the tester. Everything worked fine, then while programming/changing my expert suddenly the Graph of the tester was totally different.

Cost me 2 hours to find out that not my program had a bug, but my provider opened fresh at 23:00 in London and changed the applied spread to his nice and very big night spread, for German DAX CFD from 10 to 50.

And the tester uses the actual spread at point of time when you test it. For the whole testing time range :-(((

So: Watch out when you test your experts. Have in mind the spread could be much different from reality.


I really dont have a solution for this. The solution proposed (make your own symbol with your own spread) is possible but only in MT5. I am on MT4.


Would be so simple to have a spread applied manually in OrderSend().

Fernando Carreiro
4402
Fernando Carreiro  
JHawk: I just stumbled over this too :-((

Makes me quite unhappy:

I worked overnight sunday to monday with the tester. Everything worked fine, then while programming/changing my expert suddenly the Graph of the tester was totally different.

Cost me 2 hours to find out that not my program had a bug, but my provider opened fresh at 23:00 in London and changed the applied spread to his nice and very big night spread, for German DAX CFD from 10 to 50.

And the tester uses the actual spread at point of time when you test it. For the whole testing time range :-(((

So: Watch out when you test your experts. Have in mind the spread could be much different from reality.

I really dont have a solution for this. The solution proposed (make your own symbol with your own spread) is possible but only in MT5. I am on MT4.

Would be so simple to have a spread applied manually in OrderSend().

Please don't confuse things. This thread is about MT5, not MT4.

On MT4 you can set a fixed spread to whatever value you want. Just change the value in the "Spread" field, from "Current" to what ever value you want in Points (not Pips) and you will not face that problem ever again.


JHawk
54
JHawk  
Fernando Carreiro:

Please don't confuse things. This thread is about MT5, not MT4.

On MT4 you can set a fixed spread to whatever value you want. Just change the value in the "Spread" field, from "Current" to what ever value you want in Points (not Pips) and you will not face that problem ever again.


I thank you very very much, this was very helpful.

Because I am normally not interested in spread, because I only trade, when I know the spread and when its low, I just havent seen what was in front of my nose all the time.

Thank you for your answer :-)

To add comments, please log in or register