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HUGE BUG @ Strategy Tester AND Demo Accounts - page 3

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Arthur Albano:

Should it use bid price to calculate open price as closing the position would be a market order?


@Slava, what do you think?

I can understand that sell limit orders will wait for bid prices to reach it. But buy positions using ask prices is something I cannot understand. Can someone explaint it to me, please?

Arthur Albano:

Different broker. Also netting account. Derivative. Live demo.

What's the name of your EA? Could you share with me? 
Mohammad Hasan Mosaddeqi:
What's the name of your EA? Could you share with me? 
The name of the EA is EA_Insider (top left corner is EA's name). It looks for arbitrage trading inconsistencies. It only works for derivative pairs. In this case, Bovespa index. It is not very complex. It is just a framework for back-testing and it is exceptionally dangerous. Therefore, I will refrain from sharing.

I used to test my EA with "every tick based on real ticks" but I was noticing some strange results.

As far I understood, this method simulates the ticks between open/close/high/low prices and this was bring me some unreal results.

I rewrote some code and working now with "OHLC by 1 minute". Now, my results are much more reliable.


Someone can confirm that "every tick based on real ticks" indeed simulates the ticks between open/close/high/low prices?

Thank you!

With MT5:

-"Every tick" uses tick generation.

-"Every tick based on real tick" is based on real ticks from tick data supplied by your broker. 

Flávio Henrique:

I used to test my EA with "every tick based on real ticks" but I was noticing some strange results.

As far I understood, this method simulates the ticks between open/close/high/low prices and this was bring me some unreal results.

I rewrote some code and working now with "OHLC by 1 minute". Now, my results are much more reliable.


Someone can confirm that "every tick based on real ticks" indeed simulates the ticks between open/close/high/low prices?

Thank you!

Please post a print o equity/drowdown at strategy tester using both. "Every tick based on real tick" never simulates ticks, therefore relies on brokers database.

Your results are not more or less reliable using OHLC. They are plain different. Please read more about it:

https://www.mql5.com/en/articles/2612

https://www.mql5.com/en/welcome/en-metatrader-5-real-ticks-based-strategy-tester

https://www.metatrader5.com/en/terminal/help/algotrading/tick_generation

Testing trading strategies on real ticks
Testing trading strategies on real ticks
  • www.mql5.com
The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC" using only Open, High, Low and Close prices of minute bars; detailed modeling in "Every tick" mode, as well as the most accurate "Every tick based on real ticks" mode applying actual historical data. Comparing the results allows us to assess...

Hi! Even if I know there's this "strange and odd" behaviour in MT5, I am still testing to see if I can built an EA... Two-days running on a demo account, and I managed to write a script to calculate drawdown based on history deals.


Arthur Albano:

Hi! Even if I know there's this "strange and odd" behaviour in MT5, I am still testing to see if I can built an EA... Two-days running on a demo account, and I managed to write a script to calculate drawdown based on history deals.


Strategy tester


Positive drawdown?

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