Experience comes with practice, not with back testing... that can last forever and is completely rigged, and unnecessary.
Ma-the-ma-tics. Not philosophy, Marco. Let's take as an example, 2 MA, how do you choose the period while live trading ?
Of course the tick generation process is an important parameter, isn't obvious ?
Stanislav said you it's now possible to use real ticks, don't you think it could lead to better results that simulated ticks ?
Of course, that's not the only parameter. In backtest there is no slippage, requotes, no connection issue, no latency, the spread is fixed, and probably more. I am really wondering why you expect to get the same results.
real ticks from the live chart, you won't set an ea just upon, i think we can fall agree upon that fact. as an amends, there's the "each tick mode" from the tester. i've reduced latency to 3ms and even allowed a 1seconds delay to cover that. so same same same results, not really, but alike, yes. spread is fixed on my test. i'm checking ... maybe the slippage ...
but it's not the slippage. i bet upon perturbated conditions. you ear what i'm saying l'ange, you're belgian. une affaire d'élevage, paraît il.