HUGE BUG @ Strategy Tester AND Demo Accounts - page 2

 
Icham Aidibe:

I can notice there's no deposit load on your tester's curve. How's that ? 

It seems like there's no loss at all also on HUGE 11 months period, could you please complete these artworks with some numbers from the report (to help the debuggers) ?

Try it on a netting DEMO account... But do not use it on real account. Never. It's classical passive strategy called long and hold (or buy and hold).


Files:
EA_292692.mq5  4 kb
 
Arthur Albano:

Try it on a netting DEMO account... But do not use it on real account. Never. It's classical passive strategy called long and hold (or buy and hold).


Ahhh... there's no deposit load because you're using minlot with a high deposit ;) It's not a bug either ... obvious with EURUSD : 

That said if it is brillant on your broker with a specific instrument, you should give a try in real ... 

 
Icham Aidibe:

Ahhh... there's no deposit load because you're using minlot with a high deposit ;) It's not a bug either ... obvious with EURUSD : 

That said if it is brillant on your broker with a specific instrument, you should give a try in real ... 

As both orders are limit orders, I think it's odd to have negative values. Therefore it is entering the second order too close or there's no information on volumes.

Added input for opposite (sell) orders... Can you check to see it optimizes?

Files:
EA_292692.mq5  4 kb
 
Icham Aidibe:

Ahhh... there's no deposit load because you're using minlot with a high deposit ;) It's not a bug either ... obvious with EURUSD : 

That said if it is brillant on your broker with a specific instrument, you should give a try in real ... 

I gave it a trial... No losses.

 
Arthur Albano:
I gave it a trial... No losses.

It would have been silly if you did not :-]

 
Icham Aidibe:

It would have been silly if you did not :-]

It is trading where MT5 cannot see: inside spread. MT5 does not check for Bid/Ask volume, even if available, and also consider that a buy position only get's hit when Ask price reaches it, whenever there's no last price information. And trading like this, I'm closing the gap between Ask/Bid, another stuff MT5 does not take into account...

So people maybe trashing excellent EA's due to negative results on backtesting. And also are showing excellent results mainly because of this flaw: being at the top of DOM and being hit first. This is somewhat easy to implement: when the orders is accepted, volume is recorded. Everytime there's a volume decrease, that volume is reduced. When it reaches zero, the limit order gets hit.

But trading inside spread is more complicated... Without any data, it could use some sort of weighted probability based on order's distance to Bid or Ask and make the order getting hit before reaching the other side...

 

Real Account

With timestamp(I went out for lunch so I stopped the EA)


 

Real Account. Today.


 
Icham Aidibe:

Ahhh... there's no deposit load because you're using minlot with a high deposit ;) It's not a bug either ... obvious with EURUSD : 

That said if it is brillant on your broker with a specific instrument, you should give a try in real ... 

In FOREX (no volume, no last, hedging account), a limit order is only executed when it hits the opposite side. So, using limit orders on netting, with volume and last prices get hits first, as if it where on the top of book...
 

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

Buy position with Ask price...

Reason: