Green Long Bar in MT5 Backtest/Forward Test

 

Greetings,

Does this long bar has to be fully green in order to consider the Backtest/Forward Test valid , because some Backtest/Forward Test I get this bar fully green and others I get some of it green

Or is having History Quality 100% is enough ?




 
Murtada Al Mohsin: Does this long bar has to be fully green in order to consider the Backtest/Forward Test valid , because some Backtest/Forward Test I get this bar fully green and others I get some of it green.Or is having History Quality 100% is enough ?

If I am not mistaken, I think that the missing "grey" sections indicate that in those parts real tick data was not available and that "artificial" ticks were generated based on the available M1 data.

I am assuming you carried out a test with "real ticks".

 
Fernando Carreiro #:

If I am not mistaken, I think that the missing "grey" sections indicate that in those parts real tick data was not available and that "artificial" ticks were generated based on the available M1 data.

I am assuming you carried out a test with "real ticks".

I did not get data from Tickstory or other tick data. The data were available already in MT5
 
Murtada Al Mohsin #: I did not get data from Tickstory or other tick data. The data were available already in MT5

On MT5, there is no need to import data via TickStory. The tick data is provided by the broker.

However, that still does not negate the possibility of missing tick data due to various reasons.

There could be data corruption of the files on your computer, or it could even be that those parts are also missing from the broker's data source.

So, verify your log files carefully and in detail, and see what the case may be.

 
Fernando Carreiro #:

On MT5, there is no need to import data via TickStory. The tick data is provided by the broker.

However, that still does not negate the possibility of missing tick data due to various reasons.

There could be data corruption of the files on your computer, or it could even be that those parts are also missing from the broker's data source.

So, verify your log files carefully and in detail, and see what the case may be.

So the grey parts of the bar means there are missing data?! Then why the History Quality is 100% ?A
 
Murtada Al Mohsin #: So the grey parts of the bar means there are missing data?! Then why the History Quality is 100% ?A

As I stated, I am not absolutely sure about that. I stated that it may be the case as I deduced it.

I also assumed that the test done was with option "Every tick based on real tick data", but you did not confirm that. Can you please confirm?

I also stated that you should analyse the log files to see if that was indeed the correct deduction. Did you analyse the logs to find out?

 
Fernando Carreiro #:

I also assumed that the test done was with option "Every tick based on real tick data", but you did not confirm that. Can you please confirm?

The test was based on "every tick"

Fernando Carreiro #:

I also stated that you should analyse the log files to see if that was indeed the correct deduction. Did you analyse the logs to find out?

How do I find out that? From symbols ?

Green Long Bar in MT5 Backtest/Forward Test
Green Long Bar in MT5 Backtest/Forward Test
  • 2024.02.11
  • www.mql5.com
Greetings, Does this long bar has to be fully green in order to consider the Backtest/Forward Test valid , because some Backtest/Forward Test I get...
 
Murtada Al Mohsin #: The test was based on "every tick"

Then if it is only "Every tick" and not "Every tick based on real ticks", then my thoughts are probably incorrect. That would also explain why it is 100% quality.

Murtada Al Mohsin #: How do I find out that? From symbols ?

No! You look at the Journal log produced by the Strategy Tester.

You should analyse it from the very beginning where it reports the collection of the data and if any anomaly is detected while preparing the data.

See if the the data contiguous or if there are any gaps.

EDIT: If you are willing to share the log file, attach it it your post so that we can analyse it.

 

I have done "Every Tick" and "Every Tick Based on Real Ticks" and they both give %100 Quality History 


How can I get the log file? Do you want the log file for  "Every Tick" Test OR  "Every Tick Based on Real Ticks" Test ??

Reason: