Sell stop in strategy tester doesn't get trigger.

501  

Anyone knows how I can debug this?

In Strategy tester, I found a strange symptom that tester doesn't not execute the sell stop order to return deal or error msg when price reach the trigger price.

As you can see in below screenshot, there is a sell stop order that should get triggered/executed if the price goes below 103.300. As I have boxed in red, the current price is 103.297 but the strategy tester does not return errors or deal for this trigger even when I closely monitor the OnTradeTransaction events. Any hints why this can happen or any hint how I can investigate this?

This happens on Broker's MT5 (build 3180) and when I use the same EA with same setting (currency data, start time, etc) on MetaQuote MT5 (build 3191), this doesn't happen.

ICMarket_MT5_Build_3180_Strategy_Tester_Sell_Stop_Issue

Kind regards

501  

Thank you Alain for offering a help.

Strategy tester screenshot as in below.


Alain Verleyen  
501 #:

Thank you Alain for offering a help.

Strategy tester screenshot as in below.


Weird, could be an MT5 bug.

1. Please try with the last release (3210).

2. If the problem persists, please post the log file (not a screenshot) of the Strategy Tester.

501  

My apology, I found this is not a bug and it is expected behaviour.

In the initial stage when I report this issue, I was only looking at the historical M1 bar (in "Symbols" windows as Tick data won't show up on these date/time) and M1 data looks like px is still under 103.300 after return from system break.


When I created a simple EA to check, I found in the tick chart (Market Watch) that the price is above 103.300 after the system resume from the break. So I confirmed that my pending order should not be executed yet. 


Separately, I have also tested if the sell pending order will hang if the price is below the pending sell price after the system resume from break.
ex) sell stop 0.01@103.350 and confirmed it got executed when the system resumed from the break.

[Log]
2014.01.29 00:01:00   deal #2 sell 0.01 USDJPY.a at 103.314 done (based on order #2)
2014.01.29 00:01:00   deal performed [#2 sell 0.01 USDJPY.a at 103.314]
2014.01.29 00:01:00   order performed sell 0.01 at 103.314 [#2 sell stop 0.01 USDJPY.a at 103.350]
Reason: