Real Tick Data in MT5 / MQL5, Strategy Tester

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Wojtek
15
Wojtek  

Hello there

I just started to recode some of  my EA's to MT5, but it totally fails on accuracy  strategy testing.

I can't find accurate back test real tick data and you can't import any. 

There are notes in the Russian Forum to add this functionality but the thread has no updates in month ..

Since Mt5 takes the backtesting tick data from the broker...which broker gives you the best backtesting data?

If I do a simple data comparison with my tickstory / mt4, mt5 shows me 20-50% less ticks in the same timeframe. I tried

three different brokers but none of them have  even close the same quality as tickstory . 

So real tick data backtesting is basically useless in MT5?

Well seems staying in MT4 is the only choice for that atm ... did  some research for two days and could not any better information.

Any help?

Thanks 

Sincerely W. 

fxsaber
13226
fxsaber  

https://www.mql5.com/en/code/20225

https://www.mql5.com/ru/blogs/post/717898

ThirdPartyTicks
ThirdPartyTicks
  • votes: 22
  • 2018.04.18
  • fxsaber
  • www.mql5.com
Third-party applications for MetaTrader 4 allowing to obtain a tick history from various sources have always been popular. This history is typically used in the Strategy Tester for checking the operation of Expert Advisors as well as for conducting research (such as machine learning, etc.). Some sources of quotes discussed by users have become...
danielsokolowsk
70
danielsokolowsk  
Possibly this explains the issue I've noticed too (https://www.mql5.com/en/forum/263140), can you link to the Russian post please? 
Ibrahim Ogretmen
597
Ibrahim Ogretmen  
Wojtek:

Hello there

I just started to recode some of  my EA's to MT5, but it totally fails on accuracy  strategy testing.

I can't find accurate back test real tick data and you can't import any. 

There are notes in the Russian Forum to add this functionality but the thread has no updates in month ..

Since Mt5 takes the backtesting tick data from the broker...which broker gives you the best backtesting data?

If I do a simple data comparison with my tickstory / mt4, mt5 shows me 20-50% less ticks in the same timeframe. I tried

three different brokers but none of them have  even close the same quality as tickstory . 

So real tick data backtesting is basically useless in MT5?

Well seems staying in MT4 is the only choice for that atm ... did  some research for two days and could not any better information.

Any help?

Thanks 

Sincerely W. 

There are some free and paid third party applications that allows you to extract tick data like quant. You can search or just google it.

MT5 allows you to create a custom symbol. After downloading and extracting data with a thirdparty app. , create a custom symbol and import ticks to custom symbol. Then test the symbol with every tick (not based on real) mode. This way you can achieve %100 real tick test.

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