Test of an EA based on ticks
Copy the report to the topic, let's see // Before, such posts were deleted altogether, i.e. screenshot from the tester without decoding
the full report from the tester is in the archive
- www.mql5.com
What am I thinking?
Here it is.
Why wouldn't it be the same as in the test? Can you explain ? In MT5 the story is close to the real one.
If you tell me what's wrong, we'll fix it. You just tell me.
Why would it be different from the test ? Can you explain? In MT5 the story is close to the real one.
If you tell me what's wrong, we'll fix it. Just tell me.
Because the history test is only necessary to detect errors in program operation, signals processing. In real trading, the quote will not go towards the Grail.
Try real, you will understand.
// После окончания бэктеста сначала вызывается OnTester, затем OnDeinit
double OnTester( void )
{
// Возвращает баланс бэктеста за вычетом положительных проскальзываний лимитных и TP-ордеров в тестере (запущенный инструмент)
return(SLIPPAGE::OnTesterBalance());
}
// После окончания бэктеста сначала вызывается OnTester, затем OnDeinit
void OnDeinit( const int Reason )
{
// Вычитает из баланса бэктеста величину положительных проскальзываний лимитных и TP-ордеров (запущенный инструмент)
SLIPPAGE::CorrectBackTestBalance();
::Print(SLIPPAGE::GetProfitData().ToString());
return;
}
Attach the report after changes and the last lines of the backtester log that corresponds to the highlighted Print.
- votes: 16
- 2016.08.25
- fxsaber
- www.mql5.com
Because the history test is only needed to detect errors in the program's operation, and to detect the performance of the signals. In real trading, the quote will not go towards the Grail.
Try the real, you will understand.
Add this
// После окончания бэктеста сначала вызывается OnTester, затем OnDeinit
double OnTester( void )
{
// Возвращает баланс бэктеста за вычетом положительных проскальзываний лимитных и TP-ордеров в тестере (запущенный инструмент)
return(SLIPPAGE::OnTesterBalance());
}
// После окончания бэктеста сначала вызывается OnTester, затем OnDeinit
void OnDeinit( const int Reason )
{
// Вычитает из баланса бэктеста величину положительных проскальзываний лимитных и TP-ордеров (запущенный инструмент)
SLIPPAGE::CorrectBackTestBalance();
::Print(SLIPPAGE::GetProfitData().ToString());
return;
}
Attach the report after changes and the last lines of the backtester log that corresponds to the highlighted Print.
The work is market orders and slippage is more likely to be against us.
Why guess? I can see the same TP slips in the log. SlipPage will show everything as it is.
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Please speak up if you have any real knowledge.
How much of what the tester shows will correspond to actual trading?
I have an Expert Advisor working on ticks (only ticks are analyzed, TF is not used). To what extent the results correspond to real trading
Trading conditions and environment
Platform/terminal: MT5
Working timeframes: Any
Working time (open/close trades): any
Quote Type: 5 digits only
Trading instruments: currencies, gold
Type of position accounting: netting, hedging
Trades opening (entering the market): by market orders
Testing Mode: Each tick is based on a real tick
All files for testing report are available in the attached file