Can't backtest EA on Futures
I tested it myself on the same broker and account type, and had the same issue when I used the "Daily" chart. But If I change to "Hourly", it worked correctly.
Initially I suspected it might be because of the daily session time which opens at 01h00, making it fail for all time-frames above "H1". However, XAUUSR also opens at 01h00, yet it happily tests higher time-frames.
So, now I suspect that maybe the futures contract does not allow trading on higher time-frames. I don't have much experience with Futures, especially on this broker, so I have no idea why it works like this in the tester.
Here is the log output for a back test on the Hourly time-frame ...
NH 0 14:24:03.705 Tester NQU25: ticks data begins from 2025.06.23 00:00 QS 0 14:24:03.705 Core 1 connecting to 127.0.0.1:3000 ED 0 14:24:03.712 Core 1 connected OE 0 14:24:03.715 Core 1 authorized (agent build 5200) EM 0 14:24:03.720 Tester NQU25,H1 (RoboForex-ECN): testing of Experts\FMIC\TickTrack\TickTrack_v4.ex5 from 2025.06.25 00:00 to 2025.06.30 00:00 OO 0 14:24:03.728 Core 1 common synchronization completed RD 0 14:24:03.731 Core 1 NQU25: ticks synchronized already [41 bytes] FM 0 14:24:04.030 Core 1 test Experts\FMIC\TickTrack\TickTrack_v4.ex5 on NQU25,Daily thread finished HP 0 14:24:04.030 Core 1 prepare for shutdown RH 0 14:24:04.030 Core 1 shutdown finished QD 0 14:24:04.030 Core 1 login (build 5200) LO 0 14:24:04.030 Core 1 account info found with currency USD FD 0 14:24:04.030 Core 1 1478 bytes of tester parameters loaded KP 0 14:24:04.030 Core 1 21700 bytes of input parameters loaded FJ 0 14:24:04.030 Core 1 initial deposit 1000.00 USD, leverage 1:500 CS 0 14:24:04.030 Core 1 successfully initialized GI 0 14:24:04.030 Core 1 1704 bytes of total initialization data received IR 0 14:24:04.030 Core 1 Intel Core i7-4790T @ 2.70GHz, 16274 MB GI 0 14:24:04.030 Core 1 NQU25: symbol to be synchronized LS 0 14:24:04.030 Core 1 NQU25: symbol synchronized already, 16 bytes received DG 0 14:24:04.030 Core 1 NQU25: load 25 bytes of history data to synchronize in 0:00:00.000 OK 0 14:24:04.030 Core 1 NQU25: history synchronized from 2025.06.20 to 2025.08.01 PM 0 14:24:04.030 Core 1 NQU25: ticks synchronization started CJ 0 14:24:04.030 Core 1 NQU25: load 32 bytes of tick data to synchronize in 0:00:00.000 RQ 0 14:24:04.030 Core 1 NQU25: history ticks synchronized from 2025.06.23 to 2025.08.01 HO 3 14:24:04.030 Core 1 NQU25: start time changed to 2025.06.27 00:00 to provide data at beginning CH 0 14:24:04.030 Core 1 NQU25,H1: history cache allocated for 153 bars and contains 101 bars from 2025.06.20 15:00 to 2025.06.26 23:00 ON 0 14:24:04.030 Core 1 NQU25,H1: history begins from 2025.06.20 15:00 DI 0 14:24:04.030 Core 1 NQU25,H1 (RoboForex-ECN): generating based on real ticks MN 0 14:24:04.030 Core 1 NQU25,H1: testing of Experts\FMIC\TickTrack\TickTrack_v4.ex5 from 2025.06.25 00:00 to 2025.06.30 00:00 started with inputs: ... PI 0 14:24:04.030 Core 1 NQU25,M15: history cache allocated for 608 bars and contains 402 bars from 2025.06.20 15:30 to 2025.06.26 23:45 PK 0 14:24:04.030 Core 1 NQU25,M15: history begins from 2025.06.20 15:30 RO 0 14:24:04.030 Core 1 2025.06.27 00:00:00 Minimum reward to risk ratio: 1.0101010101010102 DR 0 14:24:04.030 Core 1 NQU25 : real ticks begin from 2025.06.23 00:00:00 QK 0 14:24:04.030 Core 1 2025.06.27 01:03:50 market sell 0.1 NQU25 (22690.50 / 22690.50) QF 0 14:24:04.030 Core 1 2025.06.27 01:03:50 deal #2 sell 0.1 NQU25 at 22690.50 done (based on order #2) QN 0 14:24:04.030 Core 1 2025.06.27 01:03:50 deal performed [#2 sell 0.1 NQU25 at 22690.50] MO 0 14:24:04.030 Core 1 2025.06.27 01:03:50 order performed sell 0.1 at 22690.50 [#2 sell 0.1 NQU25 at 22690.50] NO 0 14:24:04.030 Core 1 2025.06.27 01:03:50 position modified [#2 sell 0.1 NQU25 22690.50 sl: 22868.98] CH 0 14:24:04.030 Core 1 2025.06.27 01:15:00 position modified [#2 sell 0.1 NQU25 22690.50 sl: 22868.88] OJ 0 14:24:04.030 Core 1 2025.06.27 02:15:02 position modified [#2 sell 0.1 NQU25 22690.50 sl: 22868.72] GG 0 14:24:04.030 Core 1 2025.06.27 02:30:00 position modified [#2 sell 0.1 NQU25 22690.50 sl: 22868.11] HQ 0 14:24:04.030 Core 1 2025.06.27 02:45:00 position modified [#2 sell 0.1 NQU25 22690.50 sl: 22867.62] PR 0 14:24:04.030 Core 1 2025.06.27 03:30:00 position modified [#2 sell 0.1 NQU25 22690.50 sl: 22867.52] LL 0 14:24:04.030 Core 1 2025.06.27 03:45:00 position modified [#2 sell 0.1 NQU25 22690.50 sl: 22866.80] PI 0 14:24:04.030 Core 1 2025.06.27 04:15:00 position modified [#2 sell 0.1 NQU25 22690.50 sl: 22866.35] IK 0 14:24:04.030 Core 1 2025.06.27 04:30:00 position modified [#2 sell 0.1 NQU25 22690.50 sl: 22865.67] PE 0 14:24:04.030 Core 1 2025.06.27 23:58:59 position closed due end of test at 22739.50 [#2 sell 0.1 NQU25 22690.50 sl: 22865.67] JK 0 14:24:04.030 Core 1 2025.06.27 23:58:59 deal #3 buy 0.1 NQU25 at 22739.50 done (based on order #3) CG 0 14:24:04.030 Core 1 2025.06.27 23:58:59 deal performed [#3 buy 0.1 NQU25 at 22739.50] OQ 0 14:24:04.030 Core 1 2025.06.27 23:58:59 order performed buy 0.1 at 22739.50 [#3 buy 0.1 NQU25 at 22739.50] MN 0 14:24:04.030 Core 1 final balance 901.10 USD PH 0 14:24:04.030 Core 1 OnTester result 0.0002370885791717826 JM 0 14:24:04.030 Core 1 NQU25,H1: 401861 ticks, 23 bars generated. Test passed in 0:00:00.301 (including ticks preprocessing 0:00:00.047). JS 0 14:24:04.030 Core 1 118 Mb memory used including 0.94 Mb of history data, 64 Mb of tick data EH 0 14:24:04.030 Core 1 log file "C:\Trading\MetaQuotes\MetaTrader 5\Tester\Agent-127.0.0.1-3000\logs\20250820.log" written JG 0 14:24:04.070 Core 1 connection closed
I have experience with real futures in MT5.
To clarify, the OP is trading CFD's named after real futures.
I've never traded CFD's because they're banned in my home country. Having said that, I'm surprised that a CFD would have more trading restrictions than real futures. As I understand, the general idea behind CFD's is to avoid the complexity of a centralized exchange.
To expand on Fernando Carreiro's suspicion, what is the daily bar close time in MT5 with that broker-dealer?
I tested it myself on the same broker and account type, and had the same issue when I used the "Daily" chart. But If I change to "Hourly", it worked correctly.
Initially I suspected it might be because of the daily session time which opens at 01h00, making it fail for all time-frames above "H1". However, XAUUSR also opens at 01h00, yet it happily tests higher time-frames.
So, now I suspect that maybe the futures contract does not allow trading on higher time-frames. I don't have much experience with Futures, especially on this broker, so I have no idea why it works like this in the tester.
Here is the log output for a back test on the Hourly time-frame ...
Thanks for your input. I confirm, switching to lower time frame (H4, H1...) works normal.
Currently don't know what to do, my strat is based on daily time frame.
Your statement about session open-close times makes me think. Looking at specification of NQ I see quotes indeed start at 01:00, so this may cause confusion to the tester. Have tried XAUUSD, it has same problem as NQ, don't know how you made it work on D1 time frame.
Just use H1, and modify your new bar detection code, and your access to series data, or Indicator code to use PERIOD_D1 instead of PERIOD_CURRENT. You can even set it as input parameter.
Confirmed, they are CFDs.
Trade hours / Session time (UTC+3), and tick data confirms the session times:
Just use H1, and modify your new bar detection code, and your access to series data, or Indicator code to use PERIOD_D1 instead of PERIOD_CURRENT. You can even set it as input parameter.
Are you sure it is the same issue, or is it perhaps a "Market closed" issue?Yes you're right I can change the new bar detection in my EA.
Will check running XAUUSD on D1 once again.
Thanks for help.
What is it you want to check?
I have already confirmed the user's issue, but I will send you my demo account credentials via PM anyway.
Trade hours / Session time (UTC+3), and tick data confirms the session times...
That 01:00 daily open time strikes me as a bit strange.
Of course, this is apples to oranges but here are my real E-Micro Gold Futures times:
As you can see, the daily break is intraday which does not move the daily open away from 00:00. How there are both a 00:00 and 24:00 times... Who knows, but I don't have daily timeframe issues.
Just to reconfirm, what open time do you see when you roll your mouse cursor over a daily candle/bar? (I'm not aware that MT5 can start a daily bar on a chart beyond 00:00).
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Hi all,
I run into a strange situation when trying to backtest my EA on demo account (RoboForex ECN). While I can normally backtest forex pairs (EURUSD, GBPUSD...) it looks like that can not be done on Nasdaq (NQU25 expires sept. 2025) it just does not process any tick even though I can see them when going to Symbols->Bars or Ticks. The only warning I see as relevant is in the Stretegy Tester Journal saying "start time changed ... to provide data at beginning". I know features have start and expiration date, but I'm testing inside valid period. Any idea what is going on and how could I fix this. Thanks.