Ghost quotes in backtesting

Created at 21 Jul 2015, 12:57
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dshchurov

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Joined 21.07.2015

Ghost quotes in backtesting
21 Jul 2015, 12:57

Hi. I'm testing my robot with historical tick data, and faced to a problem with ghost quotes. My positions were closed at not existing prices.

 

As you can see at the picture, the bar high price @ 15:25 was LESS than order close price!! Orders were sent as market
17/07/2015 15:26:44.277 | → Executing Market Order to Sell 6k EURUSD (SL: 15, TP: 112, MR: 2) SUCCEEDED, Position PID68 

17/07/2015 15:26:44.277 | Sell order was executed @ 1.08702 (+15 pips - theoretical stop loss was 1.08852; bar high was 1.08843)

Because of such errors (I think programmers didn't care of market data and execution precision - the main value of any trading platform, but rather thought about menus and colors), MT4 strategy I migrated to cAlgo shows negative results. At the same time, this strategy ran in YOUR MT4 on YOUR historical tick data works perfect.

Besides, when my strategy works in run-time, the result are ok. But I NEED a back testing working! For now I cannot rely on your platform unfortunately.

@dshchurov
Replies

Spotware
21 Jul 2015, 15:42

Dear Trader,

Sell positions are closing by the ask price and the charts are drawn based on the bid price.

We recommend you to enable the deal map in the chart options and clear your backtesting cache which is located in the following path:

C:\Users\%UserName%\AppData\Roaming\%Broker Name%\cAlgo\BacktestingCache

@Spotware
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