"Every tick" VS "Every tick based on real ticks"

[tinivini]

I was testing an expert . in two modelling "Every tick and  Every tick based on real ticks" .

The results are completely different. I thought that the overall result should be only slightly different.

If the results are so different, why do we need to use "every tick"?

After seeing this difference, I will forever use Every tick based on real ticks  modeling in my expert tests.

[Sergey Golubev]

There is the article: Testing trading strategies on real ticks

The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC" using only Open, High, Low and Close prices of minute bars; detailed modeling in "Every tick" mode, as well as the most accurate "Every tick based on real ticks" mode applying actual historical data.

These two modes are suitable for testing a large set of trading strategies, since most traders develop robots for trading at a new bar opening. However, if you need to conduct a more accurate and detailed modeling of the incoming ticks, you will need "Every tick" mode. In this mode, the price behavior within each minute bar is additionally modeled. The ticks are generated according to complex (but predefined) laws. The price modeling mechanism for this mode is described in details in the article "The Algorithm of Ticks' Generation within the Strategy Tester of the MetaTrader 5 Terminal".

If you need the most accurate representation of history data in the strategy tester, use "Every tick based on real ticks" mode. In this mode, the tester downloads real ticks from a broker's trade server and uses them to display the price development.

[Sergey Golubev]

It means that "Every tick based on real ticks" mode is using the data/quotes/from your broker (the other modes - not).

[tinivini]

Sergey Golubev #:
It means that "Every tick based on real ticks" mode is using the data/quotes/from your broker (the other modes - not).

I know these
My question is: when the most real modeling "Every tick based on real ticks" and its results are completely different from "Every tick" modeling, why should we use "Every tick" modeling?

[Sergey Golubev]

tinivini #:

I know these
My question is: when the most real modeling "Every tick based on real ticks" and its results are completely different from "Every tick" modeling, why should we use "Every tick" modeling?

If you will use this EA in trading with same brokers with same condition/account so you will get results which is similar with "every tick based on real ticks".
But your case/situation may be related to the coding also:
why your EA is performing well with ticks which do not exist for your broker (they are modeled ticks), but performing bad with ticks from your broker?
It dependeds on coding as well (I think) - because it is too much difference between two modes in your EA ...

[Sergey Golubev]

Seems, the ticks/data from your broker is not accurate enough (joking ... but who knows ...)

[BlackOpzFX]

tinivini:

I was testing an expert . in two modelling "Every tick and  Every tick based on real ticks" .

Must be your broker data or possible 1 or 2 pip scalipng EA? Unless you need accurate sub-1 minute data the method for generating 'every tick' is VERY slick and should result in 90%+ accuracy vs the 'real' ticks. I read how they generate 'every tick' and its almost impossible for it not to be very accurate unless you're a pip scalper or broker data is bad.