Analysis of test results and optimisation in the MetaTrader 5 strategy tester - page 13

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fxsaber #:
I have seen only one - the order is executed at the tick price.
So, you mean to say that if we have "Open Price Only" mode, and, for example, timeframe H1, at the opening of an hour at a price of 100, we place an order, for example, buy stop at a price of 150, the opening of the next hour 200, then our buy stop order will be turned into a buy order at a price of 200?
 
Ilya Malev #:
So what you're saying is that if we have "Open Price Only" mode.
We have "real ticks only" mode.
 
fxsaber #:
We have only "by real ticks".
These are specifics, it is important for us to understand the general mechanism. Or does the tester function differently in different modes?
 
Ilya Malev #:
These are specifics, we need to understand the general mechanism. Or does the tester function differently in different modes?
It does.
 
fxsaber #:
In different ways.
I.e., it turns out that if I get the result of the system test with orders/SL/TP in the "Open prices only" mode, and then test it in the "Real ticks" mode, it will be guaranteed to be different, because in the "Open prices only" mode the prices of these orders are used to execute them (1), and in the "Real ticks" mode, the prices of the ticks closest to them are used (2)? And how does the tester behave in the "OHLC on M1" mode and in the "All ticks" mode? According to variant 1 or variant 2?
 

Ilya Malev #:

I.e., it turns out that if I get the result of the system test with orders/SL/TP in the "Open prices only" mode, and then test it in the "Real ticks" mode, it will be guaranteed to be different, because in the "Open prices only" mode the prices of these orders are used to execute them (1), and in the "Real ticks" mode, the prices of the ticks closest to them are used (2)? And how does the tester behave in the "OHLC on M1" mode and in the "All ticks" mode? According to variant 1 or variant 2?

Yes.

And how does the tester behave in "OHLC on M1" mode, and in "All ticks" mode? According to variant 1 or variant 2?

1 and 2, respectively. If you were writing your own tester, you would do exactly that.


Write a simple Expert Advisor and put the tool on the backtest chart. You will immediately see the execution rules for each of the modes.

You can do it in one click.

 
fxsaber #:
Yes.

It turns out that I initially wanted to go the wrong way - having received the divergence of H1 Opens and Real ticks, to make such a stream of quotes where for each hour there are 4-6 ticks with high and low-ask and bid, which are not taken into account in the Open mode. As a result of this approach, I will get completely different order execution prices, obviously unrealistic.

 
Ilya Malev #:

As a result of this approach, I will get completely different order execution prices, which are obviously unrealistic.

I don't understand the approach.
 
Ilya Malev #:

How to understand these messages without a reason, where to find out the specific reason?

and no one will ever know we went to the cinema
and kissed in the front room 😹


 
fxsaber #:
I did not understand the approach.
The task was to make the tester take into account, when checking the execution of orders on a given bar, high and low-asks in the testing mode Only bar openings (for example, H1).
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