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frequently_asked_questions [2017/07/20 09:13]
tickstory
frequently_asked_questions [2017/07/20 10:43]
tickstory [What are the limitations back-testing with tick data?]
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    * Slippage - The MT4 Strategy Tester does not factor in slippage into its simulation. ​ Forward-testing your EA will give you a better idea of how this affects your results.    * Slippage - The MT4 Strategy Tester does not factor in slippage into its simulation. ​ Forward-testing your EA will give you a better idea of how this affects your results.
    * What is your ping to the broker'​s server? Remember that back-testing assumes a ping of 0 milliseconds where this is not reasonable in reality. If you have a HFT trading strategy, your should code assume some delay when placing your trades in the back-tester. ​ When selecting a Broker'​s server, choose one that is geographically closest to you or has the lowest ping.    * What is your ping to the broker'​s server? Remember that back-testing assumes a ping of 0 milliseconds where this is not reasonable in reality. If you have a HFT trading strategy, your should code assume some delay when placing your trades in the back-tester. ​ When selecting a Broker'​s server, choose one that is geographically closest to you or has the lowest ping.
-   * How frequently does your EA trade?  ​Longer ​term strategies (for example, those that implement a buy and hold over a week+) are less affected by variables such as slippage and lag.  This means you are much more likely to get a more accurate simulation than for a strategy that day trades or trades very often.+   * How frequently does your EA trade?  ​The back-test results of longer ​term strategies (for example, those that implement a buy and hold over a week+) are less affected by variables such as slippage and lag.  This means you are much more likely to get a more accurate simulation than for a strategy that day trades or trades very often.
  
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frequently_asked_questions.txt ยท Last modified: 2023/09/14 22:51 by tickstory