MT5 Strategy Tester: Every Tick vs Real Ticks !!!

[Dmitry Zhakov]

Hi, 

I was testing same EA with same settings, first based on "Every Tick" and then based on "Real Ticks". The results are very different. While on "Every tick" it shows big profit, on "Real Ticks" there is a loss.

Every Tick Test:

Real Ticks:

I am very surprised by the results! Now I don't trust "every tick" testing.

[Sergey Golubev]

Testing trading strategies on real ticks - the article

The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC" using only Open, High, Low and Close prices of minute bars; detailed modeling in "Every tick" mode, as well as the most accurate "Every tick based on real ticks" mode applying actual historical data.

more -

If you need the most accurate representation of history data in the strategy tester, use "Every tick based on real ticks" mode. In this mode, the tester downloads real ticks from a broker's trade server and uses them to display the price development.

[Dmitry Zhakov]

Sergey Golubev #:

Testing trading strategies on real ticks - the article

The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC" using only Open, High, Low and Close prices of minute bars; detailed modeling in "Every tick" mode, as well as the most accurate "Every tick based on real ticks" mode applying actual historical data.

more -

If you need the most accurate representation of history data in the strategy tester, use "Every tick based on real ticks" mode. In this mode, the tester downloads real ticks from a broker's trade server and uses them to display the price development.

I just didn't expect that the discrepancy will be so large between "Every Tick" and "Every Tick based on Real Ticks" !

[Fabio Cavalloni]

Dmitry Zhakov #:

I just didn't expect that the discrepancy will be so large between "Every Tick" and "Every Tick based on Real Ticks" !

Discrepancies depends on how the EA you are testing works.

Personally i prefer to code EA that checks only close price and indicators on last closed bar, and without any function (like trailing) that uses ask/bid prices.

In this way a system will give same results in real ticks or hloc mode, with a great solidity and robustness and with very fast optimization times.