(A) If I use
int ticket_short = OrderSend(Symbol(),OP_SELL,lotsize,price,slippage,Ask + 0.001,Ask-0.001,comment,magicnumber,0);
for market entry
with stop loss Ask + 0.001 and take profit Ask -0.001 for market exit
I get as result:
(B) If I use
int ticket_short = OrderSend(Symbol(),OP_SELL,lotsize,price,slippage,0,0,comment,magicnumber,0);
for market entry WITHOUT stop loss and take profit
and for market exit
for(int i=OrdersTotal()-1; i>=0; i--)
if( OrderSelect(i,SELECT_BY_POS,MODE_TRADES) == true
&& OrderSymbol() == Symbol()
&& OrderMagicNumber() == magicnumber
&& OrderType() == OP_SELL
if ( Ask >= OrderOpenPrice() + 0.001
|| Ask <= OrderOpenPrice() - 0.001
In (A) and (B) market entries are at the same prices. Same trade logic for entry is used.
In (A) the market exit i filled every time exactly at the placed stop loss or take profit. In (B) it is filled when a tick with a qoute that fits the requirements for stop loss (quote equal or bigger) or for take profit (quote smaller or equal).
Am I right with my explanation for the difference or did I miss something or have an error in coding?
If I am right, I would consider (B) as more "live trading - like" than (A). Right?
If that is right too, the differences between (B) and live trading would be slippage?
If someone could help me out it would be great!
In (A) you are setting the SL and TP at Ask +/- 0.001
in (B) you are using the Order entry price+/- 0.001 to exit
You are right. That is not the same. I missed that. Thanks.
But the results cannot be explained with that. In (A) it is Ask +/- 0.001. In (B) it is OrderOpenprice +/- 0.001. That is Bid +/- 0.001.
If SL and TP would get filled in the same way, differences in order results between (A) and (B) should be the spread. Spread is set to 0.5 pips. But the differences are changing and are not constant at 0.5 pips.
Does that mean the tester fills SL and TP used in (A) always exactly at SL and TP? Regardless if that quote did income?
As I understand it, (in the strategy tester) trades with a SL and/or TP in place are filled whether there was that actual quote available or not.
But if a trade is closed following a condition, the trade will be closed at the price created by the strategy tester.
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