Mismatch between "Real Tick" and m1 (one minute chart) - MT5

 

Hi folks, 


I'm facing some issues, because when I'm running a backtesting in "Real Tick" mode, the prices between ticks and m1 (one minute chart) are not matching. Because of that, my EA is getting differente prices.

I don't know why MT5 need to use one minute data when we are running "real tick" mode.

So, I would like to know if is it possible to edit the *.TKC files or m1 history files. Or even, if is it possible to generate a "new symbol" using only TKC files. So I should discard m1 history data.

 
How is that ? Please give some clues about what you are asserting.
 
Alain Verleyen:
How is that ? Please give some clues about what you are asserting.


I've runned an example. Graphic show a different place of the orders.

My first doubt is. When I'm running "real tick", MT5 uses m1 (one minute) history data?

Is there a chance that m1 history data is not matching with ticks data?

 
Alain Verleyen:
How is that ? Please give some clues about what you are asserting.


I've runned an example. Graphic show a different place of the orders.

My first doubt is. When I'm running "real tick", MT5 uses m1 (one minute) history data?

Is there a chance that m1 history data is not matching with ticks data?

 
Guilherme Mendonca:


I've runned an example. Graphic show a different place of the orders.

My first doubt is. When I'm running "real tick", MT5 uses m1 (one minute) history data?

Is there a chance that m1 history data is not matching with ticks data?

Alain Verleyen:
How is that ? Please give some clues about what you are asserting.

I've just checked and it looks like I was correct. In the symbol editor of MT5, I've downloaded the tick history and 1 minute bar history. And as I imagined the prices are divergent.

It was a long time since I've made some backtesting, and seems it was any MT5 update that they changed the way of price calculation when we are running real tick testing.

 
Guilherme Mendonca:

I've just checked and it looks like I was correct. In the symbol editor of MT5, I've downloaded the tick history and 1 minute bar history. And as I imagined the prices are divergent.

It was a long time since I've made some backtesting, and seems it was any MT5 update that they changed the way of price calculation when we are running real tick testing.

This is the crap on the tester mode. This bug is very old. When you check your trades in the debugger, everything is right, even on the print function. Only the chart shows wrong values

 
Guilherme Mendonca:


I've runned an example. Graphic show a different place of the orders.

My first doubt is. When I'm running "real tick", MT5 uses m1 (one minute) history data?

Is there a chance that m1 history data is not matching with ticks data?

What is the historical data quality as given by MT5 at the beginning of the backtest?

Have you tried creating a Custom Symbol using your downloaded data?

You cannot have "Real Ticks" if you only have M1 historical data

Reason: