Different Results between "Every Tick" and "Every Tick Based on Real Ticks"

[Murtada Al Mohsin]

Greetings,

I run Backtest and Forward Test for an EA using two different modellings ("Every Tick" and "Every Tick Based on Real Ticks") in MT5 and I got totally different results

"Every Tick" modelling was in profit and   "Every Tick Based on Real Ticks" was in loss !

Which one is more valid and why ?!!

[Catalin Zachiu]

Could be because of the difference in spread between those tests . Real ticks mode might have larger spread . On a real account , in live trading , the results will be closer to the real ticks mode if you use the same broker .

[Luandre Ezra]

There's an article about this: https://www.mql5.com/en/articles/2612

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.

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.