code or logic for MT4 strategy testers 'every tick' modelling

Adeleke Awojobi 2023.03.13 13:17

hi , i was wondering if anyone knew the code/logic on how the MT4 creates its backtest testers 'every tick' modelling.

if you compare the real life tick vs the 'every tick ' model , it can be very different. so wanted to know what the code was as used in the testers backtest.

i saw the article below but it doesnt really have the code , just some explanation

https://www.mql5.com/en/articles/75

thank you

The Algorithm of Ticks' Generation within the Strategy Tester of the MetaTrader 5 Terminal

www.mql5.com

MetaTrader 5 allows us to simulate automatic trading, within an embedded strategy tester, by using Expert Advisors and the MQL5 language. This type of simulation is called testing of Expert Advisors, and can be implemented using multithreaded optimization, as well as simultaneously on a number of instruments. In order to provide a thorough testing, a generation of ticks based on the available minute history, needs to be performed. This article provides a detailed description of the algorithm, by which the ticks are generated for the historical testing in the MetaTrader 5 client terminal.

Yashar Seyyedin 2023.03.13 13:51 #1

Adeleke Awojobi:

hi , i was wondering if anyone knew the code/logic on how the MT4 creates its backtest testers 'every tick' modelling.

if you compare the real life tick vs the 'every tick ' model , it can be very different. so wanted to know what the code was as used in the testers backtest.

i saw the article below but it doesnt really have the code , just some explanation

https://www.mql5.com/en/articles/75

thank you

Do you mean MT5?

==> It is not about the logic. It is about data.

1. Every tick is some data coming from MT5.

2. Real ticks are data coming from broker.

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