MT5 tick history from broker

 

I guess this is a stupid question, but as I havent been able to find a clear answer yet I try the forum:

In the MT5 terminal, where/how can I see what of the tick history is from my brokers real tick data? 

I have tried "Symbols"-"pair"-"tick" request data from ie 2010-2018, but I am not able to see where real broker data starts.

 
pinnjstiv:

I guess this is a stupid question, but as I havent been able to find a clear answer yet I try the forum:

In the MT5 terminal, where/how can I see what of the tick history is from my brokers real tick data? 

I have tried "Symbols"-"pair"-"tick" request data from ie 2010-2018, but I am not able to see where real broker data starts.

Only the broker provide ticks data so not sure what is your question.
 
Alain Verleyen:
Only the broker provide ticks data so not sure what is your question.

Maybe both my question, and they way I formulated it was equally stupid :)

Example:

In strategy tester I choose "every tick based on real ticks"

Date from 2010.01.01 - today

How do I see how much of the test is being done at real ticks and much is generated ticks?

 
The journal shows this info.
 
Enrique Dangeroux:
The journal shows this info.

tester: SYMBOL: ticks data begins from (2011.12.19 00:00)

I have seen this information in the journal, but I was afraid it included ticks generated by mql algorithm. If this is correct it is superb.

 
pinnjstiv:

I have seen this information in the journal, but I was afraid it included ticks generated by mql algorithm

This could very well be the case if there is any data inconsistency. It is also mentioned in the journal.

 
Enrique Dangeroux:

This could very well be the case if there is any data inconsistency. It is also mentioned in the journal.

How can I see from the journal what is generated ticks?

 
Like i wrote. All details regarding data integrity when using real tick mode, are reported in the journal.
 
pinnjstiv:

Maybe both my question, and they way I formulated it was equally stupid :)

Example:

In strategy tester I choose "every tick based on real ticks"

Date from 2010.01.01 - today

How do I see how much of the test is being done at real ticks and much is generated ticks?

It's not stupid, just communication issue.

pinnjstiv:

How can I see from the journal what is generated ticks?

Post your log here if you want more explanation.
 
Alain Verleyen:

It's not stupid, just communication issue.

Post your log here if you want more explanation.

Sorry for the late reply, my daytime job has taken all my available time lately.

Below is my journal log (I have hidden columns specific for the EA).


Do I understand this correctly?

column 35 states that real ticks from broker starts at 2012.01.02

column 182 and 183 states the total number of minutes for the period where real ticks are absent, for these minutes every tick generation by mql algorithm is used


Additional question:

(again) If I understand this correctly (6281+16160=) 22441 out of 1801108 minutes of real ticks are missing, that is 1,2%. Would you consider this an acceptable data-source for testing a scalper?

journal1Journal2

 
pinnjstiv:

Sorry for the late reply, my daytime job has taken all my available time lately.

Below is my journal log (I have hidden columns specific for the EA).


Do I understand this correctly?

column 35 states that real ticks from broker starts at 2012.01.02

column 182 and 183 states the total number of minutes for the period where real ticks are absent, for these minutes every tick generation by mql algorithm is used

Yes.

Additional question:

(again) If I understand this correctly (6281+16160=) 22441 out of 1801108 minutes of real ticks are missing, that is 1,2%. Would you consider this an acceptable data-source for testing a scalper?

Up to you to decide. It also depends of your strategy and your goal using the Strategy Tester.

Reason: