How to get closer to the tester's ticks
Esteban Thevenon: Is the difference between the real ticks and the test ticks only due to the optimization and the hardware of the machine or is there another way to improve them?
No, the "non real" ticks are virtual or simulated ticks based of M1 bar data.
Given that broker's historical tick data does not go that far back in time (some brokers only store a few months or a single year of tick data), then using virtual ticks allows for testing longer periods (e.g. test for a 5 year period).
The virtual/simulated ticks also allow testing different spread conditions, that real ticks do not, and testing is also much faster than with real ticks.
Please also read the following:
The Algorithm of Ticks' Generation within the Strategy Tester of the MetaTrader 5 Terminal
MetaQuotes, 2010.06.02 17:22
MetaTrader 5 allows us to simulate automatic trading, within an embedded strategy tester, by using Expert Advisors and the MQL5 language. This type of simulation is called testing of Expert Advisors, and can be implemented using multithreaded optimization, as well as simultaneously on a number of instruments. In order to provide a thorough testing, a generation of ticks based on the available minute history, needs to be performed. This article provides a detailed description of the algorithm, by which the ticks are generated for the historical testing in the MetaTrader 5 client terminal.
Thank you very much !
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Is the difference between the real ticks and the test ticks only due to the optimization and the hardware of the machine or is there another way to improve them ?
Thank you for your answers !