MetaTrader 5 Strategy Tester: bugs, bugs, suggestions for improvement - page 40

 
traveller00:
Bild 2280. It takes a symbol and a period when there were no quotations on it. In this case it is stock exchange, broker Otkritie, symbol 1MFR-1.20, period 01.09.2019-01.12.2019. Runs any Expert Advisor, say from Examples\Moving Average\Moving Average.ex5. Genetic optimization is set (although I suspect others have this bug as well), criterion makes no difference (no ticks anyway), each tick based on real ticks, profit in pips. We optimize it and get essentially a set of zero passes. Why are profit_factor and margin_level filled with rubbish in each pass? Aren't the variables initialized with zero somewhere? In the backtest tab it just looks like an empty space, it doesn't output anything. If we parse the opt-file by hand, the values are profit_factor = 1.797693134862316e+308 and margin_level = 1.797693134862316e+308.

It's not rubbish.

This is DBL_MAX

Документация по MQL5: Константы, перечисления и структуры / Именованные константы / Константы числовых типов
Документация по MQL5: Константы, перечисления и структуры / Именованные константы / Константы числовых типов
  • www.mql5.com
Каждый простой числовой тип предназначен для определенного круга задач и позволяет оптимизировать работу mql5-программы при правильном применении. Для лучшей читаемости кода и...
 
Apparently, checking when dividing by 0 and automatically substituting such a number. If it's not a bug, but a feature, then fine.
 

When selecting/searching for previous Tester jobs, there is no information about when these jobs were placed.


In the picture I decided to look through the search bar to see what manipulations were done in the Tester with a particular EA. Unfortunately, there is no information on time in interactive search results.

Is it possible to add time? If I understand correctly, then for each line is the time of the corresponding ini file.

 

What is this setting?


ZZZ The custom symbol is not affected by changes to the symbol settings (e.g. tick size) in the Tester. Moreover, this window in the Tester shows zero tick size, when in fact it has a different value.

 

How do I make Tester take into account the tick price(SYMBOL_TRADE_TICK_VALUE) of a custom symbol?

No matter how I change this value when creating a symbol, it has no effect on the result of profit calculation (as if TickValue = 1).

 

The custom symbol has all currencies equal to the account currency. I.e. the mode is almost similar to "by pips", no need to connect other symbols to calculate margin, etc.

On the server where there is a commission (reproduced on ForexTimeFXTM-Demo01, EUR, Hedge) in the mode by real ticks after the first trade another symbol from the standard ones is connected. And everything, of course, counts much slower than it should.


Everything works correctly on MQ-Demo, where there is no commission (and this, incorrectly, because the test for the correctness of the commission is not performed on the main demo server).


Is this problem reproducible?

 
On the MQ-Demo in the Tester these settings are
[Tester]
Symbol=AUDUSD
Period=M1
Optimization=0
Model=4
FromDate=2019.12.16
ToDate=2019.12.17
ForwardMode=0
Deposit=100000
Currency=EUR
ProfitInPips=0
Leverage=100
ExecutionMode=0
OptimizationCriterion=6
Visual=0


Symbol settings


Single run log

2019.12.18 09:31:33.404 Tester  AUDUSD: history data begins from 2017.03.10 00:00
2019.12.18 09:31:33.405 Tester  AUDUSD: ticks data begins from 2019.12.16 00:00
2019.12.18 09:31:33.405 Tester  EURAUD: history data begins from 2017.01.02 00:00
2019.12.18 09:31:33.405 Tester  EURAUD: ticks data begins from 2019.12.16 00:00
2019.12.18 09:31:33.405 Tester  EURUSD: history data begins from 1999.01.04 00:00
2019.12.18 09:31:33.405 Tester  EURUSD: ticks data begins from 2019.12.16 00:00
2019.12.18 09:31:33.409 Core 1  agent process started on 127.0.0.1:3000
2019.12.18 09:31:33.409 Core 1  connecting to 127.0.0.1:3000
2019.12.18 09:31:33.910 Core 1  connected
2019.12.18 09:31:33.939 Core 1  authorized (agent build 2281)


Highlighted two symbols that the Tester is loading. However, it does not (and should not) use them during the run. I.e. loading and memory consumption go to waste.

 
fxsaber:
On the MQ-Demo in the Tester these settings are


Symbol settings


Single run log


Highlighted two symbols that the Tester is loading. However, it does not (and should not) use them during the run. I.e. loading and memory consumption goes to waste.

The deposit currency is EUR...
 
Slava:
The deposit currency is EUR...

Yes.

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MetaTrader 5 Strategy Tester: bugs, bugs, suggestions for improvement

fxsaber, 2019.12.18 08:37

On MQ-Demo in the Tester these settings are
[Tester]
Symbol=AUDUSD
Period=M1
Optimization=0
Model=4
FromDate=2019.12.16
ToDate=2019.12.17
ForwardMode=0
Deposit=100000
Currency=EUR
ProfitInPips=0
Leverage=100
ExecutionMode=0
OptimizationCriterion=6
Visual=0
 
fxsaber:

Yes.

And when the trade starts, another instrument will be loaded - EURUSD
Reason: