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MT4 major backtesting bug - or am I going mad???

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Are you accustomed to using the standard library? MQL5 has one!
Stuart Browne
5800
Stuart Browne 2016.01.12 12:03 

So I sent this "bug" to the service desk over 2 months ago, no response until it was closed out yesterday with no comment. I re-opened it today and asked if the bug was fixed. The response was "there is no bug"

Here's the scenario (picture below).

  • The backtested EA had an open sell at Friday close with a TP of 1.19911. Friday close was 1.20016

  • On Monday the price gapped WAY down to open at 1.19026 (nearly 100 points from Friday close)

  • The strategy tester reports that the order closed on Monday open at 1.19911 which was the set take profit, not the actual price

  • HOW????? The price hasn't even gone back to 1.19911 - it opened nearly 100 points below that!!??!!

 

So am I going mad???? Or can others see this bug??


Marco vd Heijden
Moderator
4684
Marco vd Heijden 2016.01.12 12:14  

Isn't that the weekend gap ? what frame are you on?

Stuart Browne
5800
Stuart Browne 2016.01.12 12:18  
Marco vd Heijden:

Isn't that the weekend gap ? what frame are you on?

Yeah Marco it was the weekend gap. Can't remember the TF and I'd cut it out of the pic but I think it was H1. 
Alain Verleyen
Moderator
30721
Alain Verleyen 2016.01.12 12:32  

On a real account it should be close the order at 1.19026.

Is it a bug or a Strategy Tester limitation ? If Metaquotes don't want to change the Strategy Tester behaviour you know the answer.

Stuart Browne
5800
Stuart Browne 2016.01.12 12:38  
Alain Verleyen:

On a real account it should be close the order at 1.19026.

Is it a bug or a Strategy Tester limitation ? If Metaquotes don't want to change the Strategy Tester behaviour you know the answer.

hehhe, so it's not a bug, it's a "feature" ;-)

Thanks for confirming my sanity is still intact mate. Personally, I would have expected the strategy tester was meant to mimic what would happen on a real account......  

Quite a huge difference here. Could mean what looks like a losing EA could actually be a winner and, even more scary, totally the opposite! So I guess the question then is - what's the point in even having the strategy tester?

Marco vd Heijden
Moderator
4684
Marco vd Heijden 2016.01.12 13:17  

The feature that makes it work....

Stuart Browne:

what's the point in even having the strategy tester?

None..
Stuart Browne
5800
Stuart Browne 2016.01.12 13:17  

So I got another response from service desk after re-opening this bug report:

 

In real life it depends on broker rules

Tester rules are worst of possible.

 

Can anyone point me to a broker that would blatantly rip off a customer for 100 pips on a trade like this? Or maybe we need an option in the strategy tester like "please assume my broker won't rip me off"? ;-)

But seriously, to me this really makes the strategy tester pretty much useless for anything except a short term strategy that closes all trades before Friday close. What's the point in that??

Alain Verleyen
Moderator
30721
Alain Verleyen 2016.01.12 13:23  
Stuart Browne:

So I got another response from service desk after re-opening this bug report:

 

 

Can anyone point me to a broker that would blatantly rip off a customer for 100 pips on a trade like this? Or maybe we need an option in the strategy tester like "please assume my broker won't rip me off"? ;-)

I didn't check but it will not surprise me. Broker which are guaranteeing stops will probably win like this what that could be lost when on the other side.
Marco vd Heijden
Moderator
4684
Marco vd Heijden 2016.01.12 13:23  
Most people do not believe me when i tell them that it is not trustworthy :)
Alain Verleyen
Moderator
30721
Alain Verleyen 2016.01.12 13:25  
Marco vd Heijden:

The feature that makes it work....

None..

False.

The Strategy tester is useful...for coders. I use it a lot to check my coding.

Stuart Browne
5800
Stuart Browne 2016.01.12 13:27  
Alain Verleyen:

False.

The Strategy tester is useful...for coders. I use it a lot to check my coding.

Agreed, it helps to see if an EA/Indy is doing what it's supposed to do logic wise, but obviously useless for testing profitability of an EA. Yeah, we pretty much knew that anyway but I think this totally confirms it.
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