[Possible Bug] Strategy Tester - Problem running every tick based on real ticks

 

Hello,

I was running some backtests recently (build 3683), and I realized I could no longer work with every tick based on real ticks modelling. I did some digging, and I found out this:


The image above shows that all real ticks were discarded and changed to every tick generation modelling.

I went to the symbol list and requested all ticks, checked the max bar in the chart, and had the same error...

Digging more, I noticed the Strategy tester said some ticks and bars were absent. I went to the symbol list again and checked the symbol specification...


I figured out the wrong quotes and trade session was causing the problem because the trade and quote session are 09:00-18:00 and not 24h...

For testing purposes, I created a synthetic symbol with the correct quote and trade sessions, imported all ticks from the original symbol, and every tick based on real ticks modeling worked like a charm using visual mode with the display of charts, indicators, and trades.

I went to a previous MT5 version (build 3491) from my old PC.


I tested with different Brazilian brokers. They have the same trade and quote session settings. I did run with the same settings, and the backtest worked as it should...

I'm not sure what build version had this change.

My workaround is quick, but doing this every time you want a backtest with new market data is inconvenient.

I think Brazilian brokers should update their market data settings with the correct quote and trade session, but I cannot see this being done by them ever. So, my question is: Can MetaQuotes review and address this issue?

 

Your first two images were corrupted, so I replaced them with the text [missing or corrupted image]. You will have to insert them again please.

Also, please inform us of what build you were using which demonstrated the issue.

I've also renamed your thread title to "possible bug", as the it is yet to be confirmed that it is a bug.

 
Fernando Carreiro #:

Your first two images were corrupted, so I replaced them with the text [missing or corrupted image]. You will have to insert them again please.

Also, please inform us of what build you were using which demonstrated the issue.

I've also renamed your thread title to "possible bug", as the it is yet to be confirmed that it is a bug.

Thank you for noticing this.

I updated my thread as well

 
Romeu Bertho:

Hello,

I was running some backtests recently, and I realized I could no longer work with every tick based on real ticks modelling. I did some digging, and I found out this:

[missing or corrupted image]

The image above shows that all real ticks were discarded and changed to every tick generation modelling.

I went to the symbol list and requested all ticks, checked the max bar in the chart, and had the same error...

Digging more, I noticed the Strategy tester said some ticks and bars were absent. I went to the symbol list again and checked the symbol specification...

[missing or corrupted image]

I figured out the wrong quotes and trade session was causing the problem because the trade and quote session are 09:00-18:00 and not 24h...

For testing purposes, I created a synthetic symbol with the correct quote and trade sessions, imported all ticks from the original symbol, and every tick based on real ticks modeling worked like a charm using visual mode with the display of charts, indicators, and trades.

I went to a previous MT5 version (build 3491) from my old PC.


I tested with different Brazilian brokers. They have the same trade and quote session settings. I did run with the same settings, and the backtest worked as it should...

I'm not sure what build version had this change.

My workaround is quick, but doing this every time you want a backtest with new market data is inconvenient.

I think Brazilian brokers should update their market data settings with the correct quote and trade session, but I cannot see this being done by them ever. So, my question is: Can MetaQuotes review and address this issue?

1. Are you saying that all these brokers have wrong sessions for this symbol WINM23 ?

2. Is that the case for other symbols (Futures) ?

3. Did you contact the brokers ?

Please note that build 3683 is NOT an official build but a beta.

 
Alain Verleyen #:

1. Are you saying that all these brokers have wrong sessions for this symbol WINM23 ?

2. Is that the case for other symbols (Futures) ?

3. Did you contact the brokers ?

Please note that build 3683 is NOT an official build but a beta.

Hello,

1. - 2. Yes, but not only this one. All stocks, and derivatives, including options and futures contracts. I attached some images showing symbol settings:

  • petr4 - stock
  • petre228 - stock option (American call)
  • wdom23 - future contract

In broker 1, you can see there is more info

Broker 2, you have less info and wrong data, like option mode

Quotes and trade sessions are wrong in both


3. Not yet. Tomorrow I will contact them and I will keep you posted.

Reason: