Stop loss disappears in back testing, looks like a bug with MT4 backtester.
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Hello,
I think I found a bug with MT4 on build 1353.
I was back testing a trading robot on the symbol XAUUSD and it opens a long/buy position on 2016 July the 6th at 2:00 AM. This is using Dukascopy data.
It opens at a price of 1368.81 and set a SL at 1273.81
I see this message in the logs:
2022.04.15 23:27:27.572 2016.07.06 02:00:00 GoldStrategy XAUUSD,H1: modify #84 buy 0.01 XAUUSD at 1368.81 sl: 1273.81 tp: 1413.81 ok
It takes a few months for it to actually sit the SL, but when it does, the stop loss is no longer there.
When checking the logs and journals, I see no modify logs or delete logs of the SL after the above log!
It supposed to hit the SL on:
2016 October 4th at 16:32:08 except for it doesn't as the stop loss miraclously disappears!
This is tested with a spread of 0 points on the 1 hour chart.
EDIT: After doing some debugging, I find the TP and SL got deleted on 2016 september 28th at 00:00 hours. And there was no modify order or anything!
EDIT: Now i find that MT4 is constantly from 28th September 2016 clearing the TP and SL and the code is NOT clearing it. But whenever I set the tp and sl back and get a confirmation, it clears the tp and sl next tick!
EDIT: Now i find that it only happens with the data downloader I use. If I use another third party data downloader from dukascopy, it doesn't happen. So it's data FXT/HST related.