Test of an EA based on ticks

 

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

 
Copy the report to the topic, let's see // before such posts were deleted altogether, i.e. screenshot from the tester without decoding
 
Renat Akhtyamov:
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

 
Для любителей меряться... достижениями)))
Для любителей меряться... достижениями)))
  • www.mql5.com
Ветка создана специально для любителей мериться своими достижениями. Прошу не стесняться. Для примера наковырял, специально для стесняющихся...
 
Renat Akhtyamov:

What am I thinking?

Here it is.

https://www.mql5.com/ru/forum/146887/page31#comment_3702830

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.

 
Ibragim Dzhanaev:

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.

 
Add this
#include <SlipPage.mqh> // https://www.mql5.com/ru/code/16134

// 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.
SlipPage
SlipPage
  • votes: 16
  • 2016.08.25
  • fxsaber
  • www.mql5.com
Расчет проскальзываний совершенных сделок в валюте счета.
 
Renat Akhtyamov:

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.

There are no special signals there, the history does not matter.
 
fxsaber:
Add this
#include <SlipPage.mqh> // https://www.mql5.com/ru/code/16134

// 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 operation is market orders and slippage is more likely to be against us.
 
Ibragim Dzhanaev:
The work is market orders and slippage is more likely to be against us.
Why guess? From the log I can see the same TP slippage. SlipPage will show everything as it is.
 
fxsaber:
Why guess? I can see the same TP slips in the log. SlipPage will show everything as it is.
I don't understand what to show .... Are you saying that TP is to blame for this result ? Slippage is 10pts.