MT5 skiping to next minute (ticks jumping)

New comment
 

I was working on a backtesting expert and I notice that the ticks jumps to the next minute before finishing the minute.

I did a simple code to export to file the OnTick() and saved the price and the current time as show in the left image. The right image show the symbol MT5 tick information which shows that I do have the information for the symbol from my broker.

Same fr other days, years or hours. I am using every tick for the back test.

Testing the code with open market open (live) it shows the correct information.


Any idea why it is occurring in the back test?


Thanks in advance.

 
I dont see any failure, Whats the Problem?
 

Real ticks backtest?

 
amando #:
I dont see any failure, Whats the Problem?
Time jumps from 10:48:19 to 10:48:59 as it was not ticks between those time frames. On the other images I extract the data base and there is tick. Basically it is jumps more than 30seg around time every minute.
 
fxsaber #:

Real ticks backtest?

It is the same with real ticks or every tick is based on real ticks.
 
sideshow.dan #:
It is the same with real ticks or every tick is based on real ticks.

In the tester, bar data has higher priority than tick data. Therefore, if there are inconsistencies between bars and ticks, then the tick history may change/skip.

 
fxsaber #:

In the tester, bar data has higher priority than tick data. Therefore, if there are inconsistencies between bars and ticks, then the tick history may change/skip.


Thanks for the reply, do you know what kind of inconsistency to look for? I check and the ticks didn`t break high, low neither volume. See the attachment image.

 
sideshow.dan #:


Thanks for the reply, do you know what kind of inconsistency to look for? I check and the ticks didn`t break high, low neither volume. See the attachment image.

Create a custom symbol based on the history of real ticks from the terminal. If you do everything correctly, the ticks will appear in the tester without skips.

 
fxsaber #:

Create a custom symbol based on the history of real ticks from the terminal. If you do everything correctly, the ticks will appear in the tester without skips.

I created a custom symbol based on this article: https://www.mql5.com/en/articles/3540 unfortunate I go the same results as before. Is there a way to create the bars based on the ticks to avoid the inconsistency risk?


Thanks

Creating and testing custom symbols in MetaTrader 5
Creating and testing custom symbols in MetaTrader 5
  • www.mql5.com
Creating custom symbols pushes the boundaries in the development of trading systems and financial market analysis. Now traders are able to plot charts and test trading strategies on an unlimited number of financial instruments.
 
One more information, I created the custom symbol but only with the ticks and the 1 hour bar import, now it has the same full hour for the ticks:
 
sideshow.dan #:
One more information, I created the custom symbol but only with the ticks and the 1 hour bar import, now it has the same full hour for the ticks:

Please provide the name of the trading server. Then I can look at the problem without making assumptions.

12
New comment