MT5 EA Trade Discrepancies OnTick OHLC backtest VS live demo
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Please consider which section is most appropriate — https://www.mql5.com/en/forum/172166/page6#comment_49114893
Please consider which section is most appropriate — https://www.mql5.com/en/forum/172166/page6#comment_49114893
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Hello,
beginner here.
I have an EA that triggers OnTick using last bar values (shift[1]) and I have a question.
Why my live demo generates more trades or why my OHLC backtest generates less trades? Now, I understand, that if PT or SL gets filled, your entry conditions can reset and you can potentially re-enter within the same bar that could not show on OHLC backtest, especially if its a tight PT/SL. I am talking about cases where live demo opens a trade but backtest doesn't register that trade at all.
My EA trades frequently, on average 20-30 times per day, and on actual live demo, I get 1-2 extra trades per day, that doesn't show in OHLC.
I tried to backest with "every tick" and "every tick based on actual ticks", they are worse, but my live demo results are better that them, but slightly worse than OHLC test, mostly because it doesn't register some of the trades.
how could I mitigate the issue?
Happy New Year!
Thanks,
Norm