Is there a bug with the Strategy back tester ??
see my post "Visualizer in upcomming MT5 client..."
I personaly had many troubles like you described;
From my experience, the current Tester is not reliable, i believe you are into "modeling" tick problem, unless your strategy is designed at the open of a bar ( no modeling), you'll have many biased results.
I personaly had many troubles like you described;
From my experience, the current Tester is not reliable, i believe you are into "modeling" tick problem, unless your strategy is designed at the open of a bar ( no modeling), you'll have many biased results.
Please read article https://www.mql5.com/en/articles/1490
From the article : " It means that the tester becomes the most important component of any program."
That Article simply show the limitation when modeling ticks, Tester in Mt4 cannot know exactly how many ticks were in the past to go from 1 price at a moment to another, it does simply creates ticks on the fly, guessing the best step (probably linear), to go from 1 price tick to another one. It is also because of the "modeling" and no real tick replay that you cannot backtest a strategy that is opening and closing position within the same bar....
That Article simply show the limitation when modeling ticks, Tester in Mt4 cannot know exactly how many ticks were in the past to go from 1 price at a moment to another, it does simply creates ticks on the fly, guessing the best step (probably linear), to go from 1 price tick to another one. It is also because of the "modeling" and no real tick replay that you cannot backtest a strategy that is opening and closing position within the same bar....
It is also because of the "modeling" and no real tick replay that you cannot backtest a strategy that is opening and closing position within the same bar....
No, this conclusion is not correct. Test your strategy in Mode Every Tick.
Mode every tick ? Yes i can see this mode, but it has just the name of every tick, MT4 is not saving the tick data neither provide a tick chart as the other timeframe so tester cannot test tick by tick. The better resolution you have is the 1mn open high low close, lower than the mn, you need interpolating and modeling tick (number of tick and step) at the sole discretion of the tester, this is the open door to a lot of problem (modeling) like we all had and mainly the reason why had to wrote such of article.
Why dont you save the tick, provide a bar factory algorithm to build the bars from the real tick and allow people to backtest tick by tick so they can really see how behaves a strategy in real ? What s the benefit of your "modeling" technology instead of using the real market data ? So far, no one came with a perfect model of price market......
PS since you seem to not know perfectly how is working your tester, i sent you back to this link https://www.mql5.com/en/articles/1511 check at "Every Tick (available least timeframes)"
Why dont you save the tick, provide a bar factory algorithm to build the bars from the real tick and allow people to backtest tick by tick so they can really see how behaves a strategy in real ? What s the benefit of your "modeling" technology instead of using the real market data ? So far, no one came with a perfect model of price market......
PS since you seem to not know perfectly how is working your tester, i sent you back to this link https://www.mql5.com/en/articles/1511 check at "Every Tick (available least timeframes)"
Why dont you save the tick, provide a bar factory algorithm to build the bars from the real tick and allow people to backtest tick by tick so they can really see how behaves a strategy in real ? What s the benefit of your "modeling" technology instead of using the real market data ? So far, no one came with a perfect model of price market......
Because the ticks is noise, useless and need large size of disk space. You could a year ago yourself get, prepare and import any ticks history into the terminal. See https://www.mql5.com/en/code/mt4 . Now it's impossible.
"Because the ticks is noise, useless and need large size of disk space"
i am sure some traders here will be amused to read this....... well, i can't tell for the others, but personaly, i do not susbcribe to the "noise and useless" (bad?) habit of the real tick data, and disk space is not a problem at all nowdays, you can compress the data or let windows do it for you, let's be serious, speed, precision and reliability of a tester is what real traders are looking for....not to save a few gigabyte of data on the disk and an unprecise modeling of price.
I agree that it was possible before to use fx file, the choice to remove the "recalculate" button and to force the modeling at every session was not a very smart move from Metaquotes in my opinion....
i am sure some traders here will be amused to read this....... well, i can't tell for the others, but personaly, i do not susbcribe to the "noise and useless" (bad?) habit of the real tick data, and disk space is not a problem at all nowdays, you can compress the data or let windows do it for you, let's be serious, speed, precision and reliability of a tester is what real traders are looking for....not to save a few gigabyte of data on the disk and an unprecise modeling of price.
I agree that it was possible before to use fx file, the choice to remove the "recalculate" button and to force the modeling at every session was not a very smart move from Metaquotes in my opinion....
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multiple back tests for a couple of days, then I start to get mismatched chart errors, with
an N/A for modeling quality. This has happened many times with different brokers since
build 216 came out. Anyone know why this is happening, and or has a fix for it ??
I would also like to know if someone from Meta Quotes, can tell me why you dont have,
variable time frames, or more time frames, like the 2 hour, or 8 hour, or a 10 minute ??