A)
Forum on trading, automated trading systems and testing trading strategies
Should MT5 strategy tester add custom spread value?
Alain Verleyen, 2016.05.07 21:49
Because MT5 uses historical spread value (from each M1 bar).New MetaTrader 5 build 1325: Hedging option and testing on real ticks
Testing on real ticks
When testing on real ticks, a spread may change within a minute bar,
whereas when generating ticks within a minute, a spread fixed in the
appropriate bar is used.
If the Market Depth is displayed for a symbol, the bars are built
strictly according to the last executed trade price (Last). Otherwise,
the tester first attempts to build the bars by Last prices, and in case
of their absence, uses Bid ones. OnTick event is triggered on all ticks
regardless of whether the Last price is present or not.
Please note that trading operations are always performed by Bid and
Ask prices even if the chart is built by Last prices. For example, if an
Expert Advisor using only bar open prices for trading (i.e., the
built-in Moving Average) receives a signal at Last price, it performs a
trade at another price (Bid or Ask depending on the direction). If
"Every tick" mode is used, the bars are built by Bid prices, while
trades are performed by Bid and Ask ones. The Ask price is calculated as
Bid + fixed spread of a corresponding minute bar.
B) Yes, since Monday (because this is the weekend now):
Forum on trading, automated trading systems and testing trading strategies
All about Calendar tab and Macro Economic Events.
Alain Verleyen, 2013.03.17 16:54
For traders
MT5 user interface
- If you can't view the calendar tab, probably it's a choice a your broker :
This tab may be missing if the economic calendar is disabled on a trade server.
- Main documentation for using the tab, can be found here.
Analysis
- What is Fundamental Analysis and how use MT5 for that.
- What are the events and the available indicators in calendar tab?
For developers
- A good demonstration about using calendar economic events from code.
- Documentation about object use by Calendar (See OBJ_EVENT).
Forum on trading, automated trading systems and testing trading strategies
How to Start with Metatrader 5
Sergey Golubev, 2016.04.27 07:21
You can :
B) Yes, since Monday (because this is the weekend now):
ok I see them, i have two more questions,
Is there a way to view the calendar on chart of past events? i mean 6 month ago or more?
can the calendar be accessed via code used and visualized in metatester?
best
A)
New MetaTrader 5 build 1325: Hedging option and testing on real ticks
...
Testing and optimization on real ticks are as close to real conditions as possible. Instead of generated ticks based on minute data, it is possible to use real ticks accumulated by a broker. These are ticks from exchanges and liquidity providers.
Does anybody knows what is the formate of the tick data file(s) for MT5?
Is it possible to use one owns tick data by a conversion from ASCII to the MT5 tick data formate like it can be done for mt4?
If you depend on a broker they have to be able/willing to offer a huge amount of data... ?
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
You agree to website policy and terms of use
I have a couple of question about MT5
A) In the MT4 strategy tester, we can choose the spread of the symbol, where I can choose the spread in MT5 strategy tester ?
B) in MT5 there was the toolbox calendar, basically you could view the economic calendar into the chart, where is this important features now?
best regards