- MT5: Every tick based on real ticks backtest with ticks imported from Tick Data suite.
- "Every tick" VS "Every tick based on real ticks"
- Real Ticks Discarded, Price Mismatch, Minutes Bars Absent
I made a simple EA and tried to backtest it both on mt4 and mt5. The results are completly different. On mt4 I use "every tick" and variable spreads with tick data from tickdata suite and in mt5 i use "every tick based on real ticks". Does anyone know why this is happening?
You should start to use the same data if you want to compare.
i always use mt5 for back testing
see here https://www.mql5.com/en/forum/23930
even though some of my EA are on mt4, i do code them in mt5 for optimization
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You should start to use the same data if you want to compare.
If im using the same symbol and same time period, should I not at least get similar results? Maybe not the exact same results, but more or less the same? What do you exactly mean by "use the same data"? Cheers
I made a simple EA and tried to backtest it both on mt4 and mt5. The results are completly different. On mt4 I use "every tick" and variable spreads with tick data from tickdata suite and in mt5 i use "every tick based on real ticks". Does anyone know why this is happening?
Forum on trading, automated trading systems and testing trading strategies
Same broker, different results
Sergey Golubev, 2020.07.25 09:15
- It may be quotes,
- it may be the time you start backtest (minutes/seconds),
- it may be the number of ticks which is the different for every backtesting case;
- it may be the following: using indicators as icustom which perform differently for different brokers based on the quality of quotes (example: iTrend indicator; some indicators in AscTrend system, more);
- if your EA is martingale, scalping, or martingale scalping, or using Money Managementy so it may backtest differently every time you are backtesting.
- and more ..
...
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It is necessary to know the strategy (manual trading system) and agree with this strategy (and it is necessary to know the seller) in case to believe in backtesting results (just my opinion).
Forum on trading, automated trading systems and testing trading strategies
Is Backtest equal to real trading?
Sergey Golubev, 2018.07.16 06:51
Depends on which metatrader (MT4 or MT5).
Some detailes - read thread: Backtesting results in different results on different brokers
Forum on trading, automated trading systems and testing trading strategies
Why EA's backtest and live have different result?
Sergey Golubev, 2021.01.29 05:57
..and read here for more: Testing trading strategies on real ticks and the explanation is on this post.
If im using the same symbol and same time period, should I not at least get similar results? Maybe not the exact same results, but more or less the same? What do you exactly mean by "use the same data"? Cheers
You don't have the same or even close results. You need to find way. There are 3 possibilities (could be 1 of the 3 or even all of them) :
1. Difference in data. You can check that by importing you tickdata in MT5 (custom symbol).
2. Difference in your code between mql4 and mql5 versions. You will have to check that once 1 is done and the results are still different.
3. Difference in MT4 and MT5 strategy tester. There are difference, it depends of your code and strategy if they matters or not (swaps processing for example, or pending order execution...).
Up to you to check.
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