Strategy Tester: data consistency
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Thread: Strategy Tester: data consistency

  1. #1
    Hi All,

    I've imported my data in to MT4 and I Am running simulations using M30 and the Every Tick Technique. Basically it seems that the egy tester generates data outside the High/Low range????
    As an example I could have OHLC M30 (from my source) like this:
    14:30:00 - 14:59:59 1.3535 - 1.3540 - 1.3530 - 1.3537
    but when I run simulation I sometimes receive a trade executed at 14:35:00 at 1.3542 that is above the High for the given period.
    It seems like MT4 generates random tick that I can't believe or it get encode info from my broker that's obviously different from my third party supply?

    I would be happy to know if someone came across the exact same prb and what is the end you came to?

    Due

  2. #2
    Quote Originally Posted by ;
    14:30:00 - 14:59:59 1.3535 - 1.3540 - 1.3530 - 1.3537
    but once I run simulation I occasionally get a trade executed at 14:35:00 at 1.3542 that is over the High for the given period.
    Long position enters at Ask price which could be higher than High by spread value.

  3. #3
    Thanks for coming back to me. That seems sensible.
    Is there a way to understand exactly where this value comes from / how it's calculated?

    Cheers

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