Experiments with MetaTrader 5 at Discovery - page 17
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1. a) About glued futures... not really understood, but in my opinion the tester does not work with them (not a single trade, I tried to test standard EAs that are in the terminal).
b) In mt5 from bx there are already glued futures of major blue chips, do not lag behind.
c) It would be great to be able to set spreads manually in the tester, it would be much easier to optimize strategies.
Here's an example of the tester not working correctly when testing a simple 2 moving average crossing system.
The incorrectness lies exactly in determining (calculating) the spread when making a trade.
Only last 4 BUY trades are not correct, they are executed at Ask prices. The first one has a spread of about 20000 points, the rest have a spread of about 5000 points, of course it is not good.
My suggestion to developers:
For exchange symbols in the tester we should allow manual setting of the following parameters:
1. Spread
2. Slippage (slippage is inevitable when trading large volumes)
3. Amount of commission (total broker and exchange) (in the tester, I understand that only the exchange commission is taken into account, and for scalpers, the amount of commission is very important)
My suggestion to the developers:
For exchange instruments in the tester, allow the following parameters to be set manually:
1. Spread
2. Slippage (slippage is inevitable when trading large volumes)
3. The value of the commission (the total broker and the exchange) (in the tester, I understand that only the commission of the exchange is taken into account, and for scalpers, the commission value is very important)
Here is an example of the tester's incorrect operation when testing a simple 2 moving average crossing system.
The incorrectness lies precisely in determining (calculating) the spread when making a trade.
Only last 4 BUY trades are not correct, they are executed at Ask prices. The first one has a spread of about 20000 points, the rest have a spread of about 5000 points, of course it is not good.
My suggestion to developers:
For exchange symbols in the tester we should allow manual setting of the following parameters:
1. Spread
2. Slippage (slippage is inevitable when trading large volumes)
3. Amount of commission (total broker and exchange) (in the tester, I understand that only the exchange commission is taken into account, and for scalpers, the amount of commission is very important)
Sorry, do you have a demo account? I only had this stuff on my demo account. And everything is fine on my real account.
But to add to the resulting structure MqlTick (in the form of SymbolInfoTick(_Symbol,latest_price)) another parameter about how the deal was made at bid or ask - I think it's necessary, or as a separate request for market information,this information is sent by exchange and it is required for many robots, including mine.
There are some doubts.
Without a clear understanding of the meaning of splitting deals in T&S, using it (splitting) is questionable.
I would like to clarify. When trading on the exchange (MMWb/TS on Forts) if I use the standard library to send an Expert Advisor to open a trade at the market for a low-liquid instrument (optional) and setDeviationInPoints to a certain value, it may guarantee that the market execution will not take me too far in the pick window.
For example, I have current liquidity at one price and an empty glass for some tens of points. I set slippage in 10 points and send a buy request. I have read the ENUM_OR_OR policies and I have not yet read the order.
I read about policies ENUM_ORDER_TYPE_FILLING.
But I have not found my particular variant. Or maybe the help does not inform me about it.
For example, slippage from EA is ignored at market execution in MT4.