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 MT4'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!

oguz 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!

oguz

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) :

Hi mladen, I use your tick data v1.09 for 750 tick charts. I used it when you released it and there were no strange things. Now I rediscovered it and on v1090 there are from time to time peaks where they don't belong to. Is it due to the v.1090 bug or can it be fixed?

Krelian99 wrote: Wed Jun 28, 2017 6:12 pm Hi mladen, I use your tick data v1.09 for 750 tick charts. I used it when you released it and there were no strange things. Now I rediscovered it and on v1090 there are from time to time peaks where they don't belong to. Is it due to the v.1090 bug or can it be fixed?


Unrealerino_Peakerino.png

Did you have connection loses (or session close and then reconnect) at the time when those peaks appear?
It looks like that case

mladen wrote: Wed Jun 28, 2017 6:19 pm
Did you have connection loses (or session close and then reconnect) at the time when those peaks appear?
It looks like that case

I don't know. I tested it and disconnected/reconnected my laptop but everything is ok. I guess you mean data feed disconnects but this I can't say, only that I had data feed disconnects and it went on recording normally.

Krelian99 wrote: Wed Jun 28, 2017 6:34 pm I don't know. I tested it and disconnected/reconnected my laptop but everything is ok. I guess you mean data feed disconnects but this I can't say, only that I had data feed disconnects and it went on recording normally.

Any error messages in the log file?
If no, then it is dangerously suspicious that you are witnessing bucket shop actions
In any case testing it too to see if I get the same

mladen wrote: Wed Jun 28, 2017 6:19 pm Did you have connection loses (or session close and then reconnect) at the time when those peaks appear?
It looks like that case

Years ago it happened to me with Alpari. Changing Forex Broker I fixed the problem.

mladen wrote: Wed Jun 28, 2017 6:52 pm
Any error messages in the log file?
If no, then it is dangerously suspicious that you are witnessing bucket shop actions
In any case testing it too to see if I get the same

I let it run on demo account since I trade with cTrader and switched to my real account (copied the hst-file too) and there is a really huge peak now (4x bigger than the others). Seems to be some connection problem. There are no error messages. I mean the attached indis take the Close for their calcs and cumulative delta isn't concerned as well. It's a bit annoying maculature but I can live with it.

damber56 wrote: Wed Jun 28, 2017 7:06 pm Years ago it happened to me with Alpari. Changing Forex Broker I fixed the problem.

Good to know, thanks. I switched from demo to my real account now and if it still happens I'll do it your way

Krelian99 wrote: Wed Jun 28, 2017 7:13 pm I let it run on demo account since I trade with cTrader and switched to my real account (copied the hst-file too) and there is a really huge peak now (4x bigger than the others). Seems to be some connection problem. There are no error messages. I mean the attached indis take the Close for their calcs and cumulative delta isn't concerned as well. It's a bit annoying maculature but I can live with it.
Good to know, thanks. I switched from demo to my real account now and if it still happens I'll do it your way

Do one more thing : set the volumes to be visible on chart and see if it happens the same as on my example
Found one possible issue (that actually happens on broker prices problem) - like on the example
Made some changes to prevent those case and testing it now

All ticks are equal 750 says the data window.