eoltrading:
Hi ,
I've understood that it is impossible to backtest a strategy on strategy tester using Depth of Market because brokers don't offers enough data to do it (correct me if i'm wrong) , my question is , how can we deal with that problem , to benchtest and optimize a strategy based on order book,
Thanks
You clearly nailed it. It's impossible.
How else do you want to navigate around the problem? Create your own market depth?
Ok thanks, a bit sad,
![MQL5 - Language of trade strategies built-in the MetaTrader 5 client terminal](https://c.mql5.com/i/registerlandings/logo-2.png)
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Hi ,
I've understood that it is impossible to backtest a strategy on strategy tester using Depth of Market because brokers don't offers enough data to do it (correct me if i'm wrong) , my question is , how can we deal with that problem , to benchtest and optimize a strategy based on order book,
Thanks