Discussing the article: "Where your backtest stops being real: Measuring the depth of your broker's tick history"

Check out the new article: Where your backtest stops being real: Measuring the depth of your broker's tick history.

In the "Every tick based on real ticks" mode, the Strategy Tester's journal reports the minutes for which real ticks were absent or discarded and says that every tick generation was used for them. We show where the journal records this, measure how far back usable tick history goes on two demo servers, and check the ticks from inside an Expert Advisor, so a test range can be chosen by its real-tick share.

I ran one Expert Advisor twice in the "Every tick based on real ticks" mode, on the same gold symbol (XAUUSD) and the same demo server: first over four weeks of August 2025, then over September 2026. The first report gave History Quality as 0% real ticks, and the tester's journal said that real ticks begin from 4 May 2026 and that every tick generation was used. The second report gave 100% real ticks. So when the chosen dates had no real ticks, MetaTrader 5 said so twice, in the report and in the journal.

The case that took me longer to read was the one in between, a run over 25 May to 9 July 2026 on the same server. Its report read 100% real ticks, and its journal reported real ticks discarded for 33,584 of the run's 46,252 minutes, with every tick generation used for them. The two do not contradict each other. History Quality is not a measure of the share of minutes executed on broker real ticks: the Help defines it through the one-minute data used for testing. The journal provides that per-run, minute-level breakdown; the report does not.

This article follows the lines the Strategy Tester writes about its ticks, measures how far back the tick history goes on two demo servers and how much of it the tester used in the ranges tested, and checks the result from inside an Expert Advisor. Everything in it was measured on 13 and 14 October 2026 with MetaTrader 5 build 6230, and the limits of that are set out near the end.


Author: Ayaz