MT5: Every tick based on real ticks backtest with ticks imported from Tick Data suite.

 

Hello, 

I have been trying to backtest some strategies using ticks and bars imported from Tick Data Suite.

I am running into issues when using this data to backtest. When backtesting on FX symbols using every tick based on real ticks, no trades are placed even though trades are made when backtesting using the every tick method. 

After some investigation, I found that backesting on XAUUSD using every tick based on real ticks worked while the other forex symbols did not.

I am assuming it is because for XAUUSD, the spread data in the bars updated when running the backtest while for the other forex symbols this does not happen.

Does anyone know why this occurs? 

The Fundamentals of Testing in MetaTrader 5
The Fundamentals of Testing in MetaTrader 5
  • www.mql5.com
What are the differences between the three modes of testing in MetaTrader 5, and what should be particularly looked for? How does the testing of an EA, trading simultaneously on multiple instruments, take place? When and how are the indicator values calculated during testing, and how are the events handled? How to synchronize the bars from different instruments during testing in an "open prices only" mode? This article aims to provide answers to these and many other questions.
 
Sang Man:

Hello, 

I have been trying to backtest some strategies using ticks and bars imported from Tick Data Suite.

I am running into uses when using this data to backtest. When backtesting using every tick based on real ticks, no trades are made even though trades are made when backtesting using the every tick method. 

After some investigation, I found that backesting on XAUUSD worked while the other forex symbols did not.

I am assuming it is because for XAUUSD, the spread data in the bars updated when running the backtest while for the other forex symbols this does not happen.

Does anyone know why this occurs? 

How would you someone know ? Guessing ?

You have an issue with your custom symbols or importation. Check it and fix it. If you need help, post the technical details.

There is no general problem using external data with MT5.

 
Alain Verleyen #:

How would you someone know ? Guessing ?

You have an issue with your custom symbols or importation. Check it and fix it. If you need help, post the technical details.

There is no general problem using external data with MT5.

I had accidentally clicked post while trying to attach the images for the symbols. 
The importation of the symbols are done in the exact same way and the data files themselves are the same so i'm a little stumped.