oguzoguz wrote: Sun Jun 18, 2017 4:33 am We were trying to solve a problem of the EA I had with help from a professional coder.
A few days later coder solved the problem. The problem is in MT's testing algorithm!
Problem/bug:
Mt4 does not generate all ticks (e.g; from open to high then to low then to close, sometimes it doesnt move with 1 tick step if difference is large or not enough ticks=volume in the candle). That leads to the situation when price exceeds stop loss or take profit, in case of true - you have sl or tp and mt4 closes exactly at sl or tp, in case of sl/tp=0 it closes at nearest price, which exceeds expected tp by 1 tick. that's all the difference.
I think this is a serious bug for MT4.
Can we report this problem to mt4 developers? Maybe they should correct this error in new versions!
That issue exists for a long, long time
It was when I was making tick data recorder that we noticed that the back-testing is producing ticks that are, frankly speaking, ridiculous sometimes. Useless to tell them anything - nothing is going to be changed since that "genetic algorithm" is used for years and they are not going to change it
Here is just one example that I have found what does that tick data in back tests look like (the example was made long time ago, but if you do the same today, the result would be very, very similar. 10 ticks sample used - the result is ... whatever) :
