Testing environment against real trading

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Hello:
I have developed an EA that do some trading on a single currency pair.
I have done some testing during 2-3 months testing with MT4 test environment and now I'm working with real money (and real trading).

I have some conclutions that I would like to share and see if someone have some opinions/answers about it:
- Testing environment draw the "price line" and execute the EA over this line.
- When you trade for real...this lines doens't reflect exactly what happend with prices, there are minor (but important) ups and downs around this line (very important if you are scalping). That happend when the price change so fast that is impossible to draw the changes in time with MT4 scale M1. MT4 historic information is lossing these price changes.

Does anyone know how to test with REAL price change? Results are significantly different between these "2 reallities".

Thanks and Regards,
 
brugiafreddo:
Does anyone know how to test with REAL price change?

It's possible to test on real tick data, but it's not straight-forward and u need more resources. See here -> http://eareview.net/tick-data.


The differences between Tester and Live have been discussed many times. I recommend u search. Generally, the more an expert trades short-term, small time-frame and relies on tick data, the more the Tester results will differ from the Live results.

 
You are saying is that is not possible to do it on MT4? Very inconvenient...
Can I test th same EAs on Forex Tester or do I have to reprogramme them all?

Thanks
 
brugiafreddo:
You are saying is that is not possible to do it on MT4? Very inconvenient...
Can I test th same EAs on Forex Tester or do I have to reprogramme them all?

Generally, the MT4 Tester is not designed to test experts that rely on tick data. You CAN test them if u like. But you have to understand that the results might be very different from what would happen in a Live account. Some of these differences can be 'fixed' by using the above mentioned method to simulate on actual tick data (http://eareview.net/tick-data) and u can use various methods to simulate variable spread, simulate errors and delays, etc. But none of that is trivial or built into the platform.

 
It would be great to have in MT4 the possibility of do REAL SIMULATION...and for scalpers, "tick data" is vital, not just M1, M5, an so on...(which are not very usefull indeed)

Are MT4 planning to enhanced the plantform to cover all kind of users?

Thanks.
 
brugiafreddo:
It would be great to have in MT4 the possibility of do REAL SIMULATION...and for scalpers, "tick data" is vital, not just M1, M5, an so on...(which are not very usefull indeed)

Are MT4 planning to enhanced the plantform to cover all kind of users?

AFAIK, tick data would not be officially supported in MT5 either. But as I said, there is a workaround to make it work in MT4...

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