Interesting topic for many: what's new in MetaTrader 4 and MQL4 - big changes on the way - page 54

 

Sometimes it can happen that on the UPU computer the order is activated and shows in the list of orders, but not on the home computer. And vice versa. The situation is even worse when it is shown on the home computer and not on the UPU. This means that the EA does not notice that the order is activated, with all ensuing consequences. We have not yet found out the signs of when it appears. However, it usually happens when I trade intensively enough or at the very beginning, at the first trade after the terminal has been opened. If you close-open the terminal or re-login the order appears in the list and usually no more failures are observed.

 
hrenfx:
It's about the mismatch between the order tables of the terminal and the trading server. The real important thing will be done - if you fix it.
Provide servicedesk ticket numbers, please.
 
Renat:
Please give me the ticket numbers of Service Desk, please.
Since there is such a thing in MT4, in the tester pending orders are triggered at their prices even if there were no such prices, i.e. if you place a pending order and there is a gap, the order will trigger within this price gap, in reality, of course, this cannot happen and this is another way to build a tester grail. We should fix the "thing".
Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров
Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров
  • www.mql5.com
Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров - Документация по MQL5
 
C-4:
Now that we're talking about it: in MT4, pending orders in the tester are triggered at their own prices even if there were no such prices, i.e. if you place a pending order and there is a gap, the order will trigger within this price gap, which in reality cannot happen and is just another way to build a tester grail. We should fix the "chip".
I plus, there is such a grail chip.
 
Renat:
Please provide servicedesk ticket numbers.
#473685 - closed last year still without explanation. The problem was relevant today (traded a bit) on an extreme MT4 build.
 
hrenfx:
#473685 - closed last year still without explanation. The problem was relevant today (traded a bit) on an extreme MT4 build.
Picked up the ticket again, will look into it.
 
C-4:
If we are going to do that, in MT4 there is such a "trick", in the tester, pending orders are triggered at their own prices even if there were no such prices, i.e. if we place a pending order and there is a gap in price, the order will trigger within this price gap, which in reality cannot happen and that is one more way to build a tester grail. We should fix this "thing".

The problem of negative slippage not being taken into account only applies to stop positions (including SL levels). Limit orders are more or less OK.

The only thing is that in Potik testers there is always an option - to execute a limit order (you can do it for stop orders as well) at the price of the order or at the first satisfying price. Of course, there is no such an option in MT4, because testing on custom tick history is an optional feature of MT4.

 
Renat:
The ticket has been raised again, we'll look into it.
Thank you. Apparently, the servicedesk system is better spurred on by public posts.
 
C-4:
If we are going to do this: there is such a thing in MT4, in the tester pending orders trigger at their own prices even if there were no such prices, i.e. if we place a pending order and there is a gap, it will trigger inside this price gap - in reality it cannot happen and it is one more way to build a tester grail. We should fix the "thing".

Why is only MetaTrader 4 mentioned?

Both Take Profit and Stop Loss work within gaps.

After all, MetaTrader 5 and MetaTrader 4 work the same way in these cases, here are concrete examples with code https://www.mql5.com/ru/forum/1031/page18#comment_530271

Обсуждение статьи "Алгоритм генерации тиков в тестере стратегий терминала MetaTrader 5"
Обсуждение статьи "Алгоритм генерации тиков в тестере стратегий терминала MetaTrader 5"
  • www.mql5.com
Обсуждение статьи "Алгоритм генерации тиков в тестере стратегий терминала MetaTrader 5".
 
serferrer:

Why is only MetaTrader 4 mentioned?

Both Take Profit and Stop Loss work within gaps.

After all, MetaTrader 5 and MetaTrader 4 work the same way in these cases, here are concrete examples with code https://www.mql5.com/ru/forum/1031/page18#comment_530271

Maybe this problem exists in MT5 as well, I just haven't used MT5 tester in real work.