Does MT5 pass every times & sales event to OnTick() in live trade?
MT5 doesn't pass anything. It sends to your EA what your broker sends to it. If your EA is already running when a tick arrives that tick is skipped.
The ticks sent per minute (during busy times) vary among brokers 50…250.
Your question is meaningless since you can only process what you receive.
If your EA is already running when a tick arrives that tick is skipped
William, could you elaborate please. Do I understand you correctly that the ticks are skipped because my EA is busy? So, from this I would conclude that ticks are not queued? See, I worked with other API's and there, when an EA is slow, it will create a backlog of ticks that are being processed, but the ticks won't be skipped.
Anyway, if what you're saying regarding 50..250 ticks per minute during busy time is true, then it means that a lot of ticks are being skipped, because the tick rate on CME futures can reach several thousands per second. And that is what I also see during backtest on their historical "real ticks" data
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I already did. Yes. Yes. What part of “If your EA is already running when a tick arrives that tick is skipped” is unclear to you?
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As the titles states, do Expert Advisors get every single times & sales event in OnTick() call or ticks/events get skipped when the tick incoming rate gets too high? The reason I'm asking is because in my advisor (while trading NQ futures on CME) I count every OnTick() call per minute during live trade as well as back testing on real ticks. During back testing I get far more ticks during each minute than during live trade. It is possible that MT5 starts skipping ticks when the tick rate gets too high?
Thanks,
Andrico