MT4 Strategy Tester doesn't generate ticks near to the end of M5 bars - page 3

 
Alain Verleyen:

Which pitfalls are you talking about ? MT4 or MT5 ? They are NOT the same. Please don't mix MT4 and MT5, create a new topic if you want to talk about MT5 Strategy Tester "pitfalls".

The Strategy Tester will NEVER by accurate, no matter which algorithm is used. Of course that doesn't mean we want to use a bad or poor algorithm, but backtesting is only backtesting, not the same as a live account.

well if the EA only uses open close high and low, neglecting the ticks, and when the historic data is based upon real historic market data, with fixed spread, the results should be a carbon copy of the results one gets from a live market feed given the exceptions on slippage and re quotes or a asynchronous timing element.

this is only logical because a OHLC bar with the same data as a live bar should gain the same results and it is only the ticks that differ so if the ticks are not analyzed it should not make a difference.

 
Marco vd Heijden:

well if the EA only uses open close high and low, neglecting the ticks, and when the historic data is based upon real historic market data, with fixed spread, the results should be a carbon copy of the results one gets from a live market feed given the exceptions on slippage and re quotes or a asynchronous timing element.

this is only logical because a OHLC bar with the same data as a live bar should gain the same results and it is only the ticks that differ so if the ticks are not analyzed it should not make a difference.

That makes a lot of "if". And your exceptions mean you will never get the same results.

The discrepancy can be from some percent to 100%.