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Control point vs. every tick mode back testintg

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killerkitten
133
killerkitten 2016.08.05 13:17 

Hello all,

 I am backtesting an EAs that I have I used control points and tick mode. The tick mode has a horrible performance. Do you know why?

 

This is challenging me since the performance from the control points is very in line with my manual performance. 

Marco vd Heijden
Moderator
4685
Marco vd Heijden 2016.08.05 13:29  
killerkitten:

Hello all,

 I am backtesting an EAs that I have I used control points and tick mode. The tick mode has a horrible performance. Do you know why?

 

This is challenging me since the performance from the control points is very in line with my manual performance. 


MetaTrader 4

The MetaTrader 4 terminal replaced the third terminal and included a new compiled language MQL4 (Previous MQL-II was interpreted), as well as took an absolutely new approach to testing. Now testing could be carried out in three modes:

  • Every tick (Every Tick) - generation of ticks within the candle, allows for a maximum close modeling of Expert Advisor's work to real trading, within the testing environment;
  • Checkpoints (Control points) - a compromise between accuracy and speed of testing;
  • By opening prices (Open Price) - the launch of the Expert Advisor is made only at the opening of the candle, this allows for a very rapid assessment of the strategy.

Make sure M1 data is present. (Press F2, Download M1 data to history center)

The testing strategy of the MetaTrader 4 terminal used the price data of the youngest available time frame for trading simulation. Therefore, with the presence of the minute history, throughout the tested interval, the test results are maximally close to the results obtained online.

MQL4: automated forex trading, strategy tester and custom indicators with MetaTrader
MQL4: automated forex trading, strategy tester and custom indicators with MetaTrader
  • www.mql4.com
MQL4: automated forex trading, strategy tester and custom indicators with MetaTrader
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