MT4 tester: SL is triggered without price approaching it

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Hi,

Please help me to understand what is going on here.

I faced a strange SL behavior in MT4 Strategy Tester when order closes on SL without price even approaching it.


Symbol: GOLD

Timeframe: 15min

Order Time: 21.08.2024 8:00 

Order Price: 2509.60

SL: 2517.60 (+800 points)


SL triggered on: 21.08.2024 8:45

Bar on 8:45:

Open: 2508.88

High: 2509.66

Low: 2506.80

Close: 2507.15

So High is not even close to  2517.60


Here is how it looks on the chart:

Results tab:

Minimal code that reproduces the problem:

datetime lastBar = 0;
void OnTick()
{
   if (Time[0] == lastBar)
   {
     return;
   }
   lastBar = Time[0];
   
   MqlDateTime time;
   TimeToStruct(TimeCurrent(), time);

   if (time.day == 21 && time.hour == 8 && time.min == 0) {
      OrderSend(Symbol(), OP_SELL, 1, Bid, 3, Bid + Point() * 800, 0, "", 1234, 0, 0);
   }
   
}

Please help, this driving me crazy.

 
It's a sell trade, the SL it's triggered by Ask, not by Bid. 

Be aware that charts are based on bid prices.

You are also very probably backtesting with a huge fixed spread. Use a fixed reasonable value instead of "current". 
 
Fabio Cavalloni #:
It's a sell trade, the SL it's triggered by Ask, not by Bid. 

Be aware that charts are based on bid prices.

You are also very probably backtesting with a huge fixed spread. Use a fixed reasonable value instead of "current". 

These are all valid points. I've changed spread to 30 (very close to the real one) but nothing changed in SL behavior.

Spread cannot be more than 800 points to close SL in the example above based on the Ask price.

 
steady2017 #:

These are all valid points. I've changed spread to 30 (very close to the real one) but nothing changed in SL behavior.

Spread cannot be more than 800 points to close SL in the example above based on the Ask price.

Are you using tick data suite or something that can change the spread into the tester?
 
Fabio Cavalloni #:
Are you using tick data suite or something that can change the spread into the tester?

No, I was using the regular tester functionality and regular ticks data.

However, after our conversation, I found that the same test worked properly on the other MT4 from another broker.

This made me think that this could somehow related to the price history data.

I tried to remove all history data for 1m and 15m from the MT4 that failed the test and imported price history data for the same timeframes from the other MT4 that worked properly.

After that, the test worked properly on both MT4s. So, the problem was in the ticks/15m data. I'm not sure how even broken data can look like normal bars but make the tester fail, though.

Anyway, the problem is solved and the lesson is learned, that in any strange situation check historical data again.

BTW, don't you know a nice place where I can download full years of historical data?

I found a few websites, but the data is either short, incomplete, or broken into small pieces, making it hard to import.

Thanks!

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