Back testing performance with tick data and tick story

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Hi, I am new to back testing.  May I know if there is a marked difference on efficiency when performing backtesting with tick data and tick story？ I am currently using TDS And so far, I learnt that TDS is better than tickstory becos of: 
1) storage size
2) cost
3) support variable spread and slippage!
 

You can test your systems on real ticks and it will be same as you are trading (MT5) - read more on this article 
Testing trading strategies on real ticks
and this is the explanation abouut - 

Forum on trading, automated trading systems and testing trading strategies

PriceChannel Parabolic system

Sergey Golubev, 2017.02.15 06:02


You can read this article (TESTING TRADING STRATEGIES ON REAL TICKS).

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Just an example -

MT4 and very old builds of MT5: I optimized the EAs from this thread just to find good settings for the pair, I was backtesting them, and I traded on demo for some time just to be sure that EAs are profitable.

With new builds of MT5: I will optimize the EAs from this thread to find the settings, and I will backtesting them with 'every tick based on real ticks' - and it will be same as trading by those EA on real account for many months or years!

Forum on trading, automated trading systems and testing trading strategies

MT4 & MT5 backtest

Sergey Golubev, 2017.02.17 20:53

If you are backtesting EA on MT5 using 'every tick based on real ticks' so it will be almost same with trading on MT5 platform with some particular broker (because it is based on actual historical data).

Example, read this thread: Why is it better MT5 than MT4?? Does it have fewer limitations ??? - this is the quote from the first post of the thread:

  • In MT5 you can backtesting robots with the closest possible conditions to the real market natively  (real tick data, real variable spreads, lag, slippage, etc). In MT4 you can't natively. You only can if you pay for a third-party software. If so, you also have to download history data from a few sources (there are many few, almost everyone uses the same source), transform it to MT4 format and open the platform through this third-party software in order to patch MT4 behavior. You take many hours to complete this process, and you have to repeat it every time you want to incorporate new data. 
    We have all seen hundreds of robots that obtained spectacular results in backtesting, but when operating in real account the results were very bad. This is mainly because they were made with conditions that had nothing to do with real market conditions.

For more information about it - read this summary.

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As i know - some coders/traders are converting their MT4 EAs to MT5 just to backtest them and/or to find the settings with optimization to get the backtesting results that are closest to reality. 




 
Hermes:
Hi, I am new to back testing.  May I know if there is a marked difference on efficiency when performing backtesting with tick data and tick story？ I am currently using TDS And so far, I learnt that TDS is better than tickstory becos of: 
1) storage size
2) cost
3) support variable spread and slippage!

You suppose variable spread is supported, but it's not display on the report and if you change the spread value in the tester you're getting different results : it is not supported. 

 
Thanks both!  Let me take a look!
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