Discussion of article "The algorithm of ticks’ generation within the strategy tester of the MetaTrader 5 terminal" - page 2
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If you do not use any additional indicators you could catch the auto generated ticks from the saved history bars, throw them away and insert the ticks for the same minute from a previous saved tick feed.
A binary tick feed saved to disc takes about 50 MBytes for one currency for one week so I think that only small periods are testable (if you do have to save your own tick data and cannot get ticks data from other sources).
But this may be enough to verify your algorithms.
Good luck, ugo58
Hi, thanks to you all!
Not sure I understand: " ... insert the ticks for the same minute". Do you mean to manually see what were the real tick values at the same opening and closing times or there is a way to run the Strategy Tester from a disk saved history? I undersood from angevoyageur that this is not possibile .
ugo
Right, the MQL5 strategy tester does not allow the use of a different history than the prices provided by the broker. But if you program your own EA you could handle this as long as you do not need any prefabricated indicators.
With the new MQL4 as far as I understand you could write code identical to MQL5. If you take care of the different way of order handling you could test there your EA with a history provided by you.
ugo58
Hi, I've executed several tests using Strategy Tester and I found a problem with ticks generated automatically by Strategy Tester, it's impossible to reply true tick movements (please see attached document) and this situation obsviously impact in your test results, so I'm currently using my own tick history data (from TrueFx.com) in Meta Trader according the following guidelines https://eareview.net/tick-data/convert-tick-data .
I think this article is helpful to you. https://www.mql5.com/en/articles/75
Btw, the algorithm of ticks ' generation in MT4 is really confused especially the modes of control points.
Im wondering if anyone had further thoughts on UGO58’s question of a few years ago?
I have an ea with good results on all tick mode but fails demo.
Is it possible to apply the tick generator algo real time or does tester collect whole 1 minute bar history before applying the algo.
Im wondering if anyone had further thoughts on UGO58’s question of a few years ago?
I have an ea with good results on all tick mode but fails demo.
Is it possible to apply the tick generator algo real time or does tester collect whole 1 minute bar history before applying the algo.
Funny. It's like "I had a dream is it possible to apply it in reality ?"...lol