My EA is a winner except for.....

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I have an EA that gives me over 80% wins on longs and shorts on any currency pair and on any time frame. Which is acceptable to me. However I had been backtesting only using the :-

Control points (a very crude methods based on the nearest less timeframe)

When I switched it to :-

Every tick (the most precise method based on all available least timeframes)

It just fails miserably. I realise that even the 'Every tick' method is never 100% yet I also know its more accurate the 'Control points' method. I'm quite new to MQL4 but I've determined that the only way I can make this useful is to find out how to interpolate the timeframes the same way that the strategy tester does and apply it in my code.

I wish to use the H1 for live testing. So the question I have is what least timeframe would the H1 strategy tester be using?

I counted the number of times the bar moved on the H1 and it appeared to be 12 times, which lead me to think it was using the control points of the M5 bars. If this is the case how on my H1 chart can my EA access the time period for the M5 time period? I thought about having a separate M5 chart open and saving the results to a file that my H1 chart can pick up and use. But there must be a better way of doing this.

Does anyone have any ideas on this one?

Thanks
George
 
Well, you are facing exactly the limitation of a tester doing interpolation, the "every tick" features is not really a real tick by tick, Metaquotes is not willing to record the ticks and instead continue into the "interpolation" of price for the tester, with high volatility of the market that we recently have, only the tick by tick replay will bring the perfet modelization, there is nothing that you can do, you have to go at the lowest timeframe data that you have (available), and open and close at every new bar only into your strategy, to avoid any interpolation, that's the best you can have....
 
Thanks for the reply but I think you've misunderstand what I'm trying to do. I don't need more precise data for my EA to work. My problem is the opposite. I need my EA to be able to interpret the data much more crudely for it to work. I need it to be to interpret the data the same way it does when running the :-

Control points (a very crude methods based on the nearest less timeframe)

So I need to restrict the amount of ticks and use the same interpolation that the 'Control Points' method uses.

I didn't think this would be so hard since the strategy tester can do it on existing data. Surely this can be done on real time data in much the same way.
 
Try running the test using Open Price Only... and get back to us.
 
If you use 1H Bar and opening and closing within the same bar, you'll get "false" good trade on your system, that's the problem you have in my opinion. You said using a better interpolation (Every tick the most precise) is making your system to fail.... yes, that is simply because the crude interpolation is not real, and you have the price moving from the low and high of the bar in a very simple way but totaly different from the real market behaviour.

I might be wrong, but as Phy suggested, if your strategy is still working at Open Price Only, then it might be something else....
 
It will be better to read articles about strategy tester:
https://www.mql5.com/en/articles/1511
https://www.mql5.com/en/articles/1512
https://www.mql5.com/en/articles/1490
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