Real ticks and spread on the mini bovespa WIN index

New comment
 

Guys, I have the real ticks for backtesting on WIN (mini index) since 2021, the problem I encounter is that sometimes, the real account executes an operation, and the asset passes 3 ticks from the entry point, including these 15 points (3 ticks more) appear in the backtest, and simply the pending order is not executed in the backtest.

I have no idea what it could be. Any suggestion?

Testing trading strategies on real ticks
Testing trading strategies on real ticks
  • www.mql5.com
The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC", "Every tick" and "Every tick based on real ticks" using actual historical data.
 

If not much , could you get the ticks in question that crossed the price of the order and did not trigger it ? 

The ticks are from the mt5 broker ?
New comment