1 bar delay in multi-symbol back test using "Open Prices Only" modelling mode

[Winged Trading]

Observation / research note

While backtesting a multi-symbol portfolio EA on EURUSD M15, I noticed that entries for GBPUSD, USDCHF, USDCAD, and GBPJPY were systematically about 15 minutes late. EURUSD, EURJPY, and EURAUD entered on time.

This happened in Open Prices Only mode. When I ran each symbol in its own separate backtest, the delay disappeared.

So I tested whether iTime()  returns a stale bar time for off-chart symbols at the exact moment the primary symbol's new-bar OnTick  fires.

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Test setup

I used a small EA, BarTimingProbe.mq5 , running on EURUSD M15. On each EURUSD new-bar event, it opened a 50-tick tracking window and polled:

iTime(secondary, PERIOD_M15, 0)

for these secondary symbols: GBPUSD, USDCHF, USDCAD, GBPJPY, EURJPY, EURAUD.

The EA recorded how many ticks it took for the secondary symbol's current bar time to catch up to the EURUSD bar time.

• 0 = secondary was already current on the same tick
• N > 0 = secondary caught up after N ticks
• -1 = secondary did not catch up within 50 ticks

Period: 2025-05-08 to 2026-05-08
Primary: EURUSD M15
Bars tested: 24,751 M15 bars

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Results

Symbol	Every Tick	Real Ticks	1-Min OHLC	Open Prices Only
GBPUSD	99.7%	99.7%	99.7%	~100%
USDCHF	99.8%	99.8%	99.8%	~100%
USDCAD	99.7%	99.7%	99.7%	~100%
GBPJPY	99.6%	99.6%	99.6%	~100%
EURJPY	0.6%	0.6%	0.6%	0%
EURAUD	0.7%	0.7%	0.7%	0%

Values show the percentage of M15 bars where the secondary symbol had not yet advanced when the EURUSD new-bar tick fired.

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Main finding

In tick-based modes, the non-EUR off-chart symbols lag on about 99.7% of M15 bars, but usually only by 1 tick. So the stale read is very brief.

In Open Prices Only mode, the issue becomes much more serious. MT5 generates only one tick per bar. If the off-chart symbol has not advanced on that tick, there is no second tick inside the same M15 bar to correct it.

That means iTime() , iOpen() , iClose() , etc. for those off-chart symbols only become current on the next M15 bar. In practice, this creates a systematic +1 bar / +15 minute delay on M15.

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Practical implication

If a multi-symbol EA runs on EURUSD and reads bar-indexed data from non-EUR off-chart symbols inside the primary symbol's new-bar OnTick , it may read the previous bar's data.

This is especially dangerous in Open Prices Only mode, because the stale state lasts for the whole bar.

• Single-symbol EA: no issue, because the tested symbol is always the primary symbol.
• Multi-symbol EA in tick modes: off-chart non-EUR symbols usually lag by 1 tick.
• Multi-symbol EA in Open Prices Only: off-chart non-EUR symbols can be 1 full bar late.
• EURJPY and EURAUD were almost unaffected in this test.

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Workaround

For production-style testing, the cleanest workaround I found is to run each symbol in its own independent MT5 backtest and then merge the resulting trade records afterwards. When each symbol is tested as the primary symbol, the lag obviously disappears. Although, this could introduce problems with certain risk management and trade methods.

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Minimal probe logic

// On each primary EURUSD new-bar event: 
for(int i = 1; i < g_nSym; i++) 
{ 
        datetime bt = iTime(g_sym[i], InpTimeframe, 0); 
        g_secLag[i-1] = (bt == g_winBarTime) ? g_winTick : -1; 
}

The probe produces no trades. It only records timing data.

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Summary: In the MT5 Strategy Tester, off-chart symbol bar timestamps may not be synchronized with the primary symbol at the exact new-bar tick. In Open Prices Only mode, this can create a full one-bar delay for multi-symbol EAs.

Test period: 2025-05-08 to 2026-05-08 | Primary: EURUSD M15 | MT5 Strategy Tester

[Stanislav Korotky]

This is how open prices mode works in the tester by design. It's not intended for accurate testing of multisymbol robots. You can use M1 OHLC mode or trade by timer. You can find more info about the modes in the book.

[Stanislav Korotky]

Here is more closely-related chapter for the subject in the book. It explains your observations and suggests what to do (you need to synchronize symbols on your own - by the way, you need it for proper trading online anyway).