Analysis of test results and optimisation in the MetaTrader 5 strategy tester - page 19

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fxsaber #:
Look at the question that was answered. Then - how the spread is calculated.
"How is the spread calculated" - in your answer the Ask price appears. WHERE did you get the Ask price to calculate the spread in the Open Price Only mode?
 
In a mode in which, in your own words, "there is no tick generation".
 
Ilya Malev #:
Where did you get the Ask price for spread calculation in the Open Price Only mode?

I took the Point value from the hcc-file header corresponding to the required day, then the Bid and Spread fields of the bar. After that I got Ask from three numbers.

The point is that in the history files there is information that everything was correct with floating Digits. But this information is closed from the user.

 
fxsaber #:
I took the Point value from the hcc-file header corresponding to the required day, then the Bid and Spread fields of the bar. After that I got Ask from three numbers.
I have specifically indicated in the test that the Point value at this moment is 0.01, the Spread value of this minute bar is 200, the Bid value is 4222.79. The Ask value is 4222.99, not 4222.79 + 200 * 0.01 = 4224.79, as it is supposed to be according to your formula.
 
Ilya Malev #:
as it is supposed to be according to your formula.

Ask is calculated based on the Point value from the hcc file headers for each day. Broker can change Digits every day, information about it will be stored in hcc-file.

The user cannot get this information through CopyRates in the terminal.

 
fxsaber #:
At the same time, the user cannot get this information through CopyRates in the terminal.
Thanks for the information
 
fxsaber #:

Ask is calculated based on the Point value from the hcc-file headers for each day. The broker can change Digits every day, the information about it will be stored in the hcc-file.

The user cannot get this information through CopyRates in the terminal.

It turns out that besides open and editable information - OHLC charts, real tick data, contract specifications and trading account settings - there is hidden from users, closed information, not displayed in the terminal, inaccessible for viewing and analysis by users, which significantly affects the process of strategy testing (at least), bypassing open information about price data and trading conditions (in particular, about pip prices specified in contract specifications). What else, other than the pip price for each day of the year, is contained and determined by these files, bypassing other open sources?
 

It would seem that the information in the line "Quality of history" in a postictic test based on real tics should be reliable.



What do you think?


And not to display the situation when there is really 1 month of real ticks on the server, and the rest 6 years - empty. That is, there are no real ticks. Instrument XAUUSD H1, standard Moving Average Expert Advisor (max risk 0.00001, nach depo 1000000) from 2019.01.08 to 2025.12.01, real ticks). MetaQuotes-Demo server

 
This means that you cannot rely on the indicator "History Quality" when simply running any test in the mode"Every tick based on real ticks" to somehow determine the real quality of the available tick history on a given trading server / broker account type. And it is necessary to make independent detailed checks before the test with the help of third-party software. Isn't anyone interested?
 
Ilya Malev #:
you have to do your own detailed checks before the test.
Yes.
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