Hello,
I have developed an EA for MT5 where the strategy is scalping the markets.
I know that there are a lot of features/ factors which influence over the trades from the Strategy Tester to Live environment.
I would like to ask what are all the features/ factors which must be taken into account so to be able to synchronize that the trades from the tester are the same or with 1-2 points difference to the live trading.
Are there any hints or methods (except spreads, swaps, commissions and slippages) which must be included to the code which can help to achieve this milestone?
Thank you!
Hi, how long you trading? Maybe you can write something about you 
Regards Greg
Hi, I will say the timeframe. If you put NULL for its parameter in Ordesend you can run it every time but the outcome won’t be the same for all timeframes.
Thank young for the reply.
Regarding this EA, the timeframe does not play a vital role due to the fact that trades are executed constantly one after another no matter the timeframe.
It makes about 500 trades per day.
The issue I have is that the trades on live account are slightly different than the tester (the execution time of each trade and price).
Also, I am not sure but the delay feature in the strategy tester of MT5 doesn’t work. I tried it with a few EAs.
I have been trading a few years. Mainly crypto and forex.
I cannot really help so since I still using MT4 only.
The problem you describe may be due to external factors unrelated to the strategy code itself. The back test is checking under ideal conditions whether the strategy is profitable or not, the real trade will always differ from the test, even to a minimal degree, because the market itself is imperfect, and you have to accept a certain margin of this difference. The second problem is the quality of the historical data. Testing scalping strategies requires testing with very high-quality tick data, which is probably different from what you are using now. Regards Greg
I understand the need of margin. Where I can find this high-quality data or shall I generate it myself?
there are shops with data like tickdata.com
That is valuable information. I did not know there are shops for such data.
What are the factors that verify the tick data is high-quality?
From my point of view, it maybe better to test on a live account with small deposit.
Some times, brokers internal “process” can equally be a non negligible issue in your EA performance on a real account (on a demo they may just leave you to “play”…).
That is what I am thinking as well.
Try the EA on live account, then compare the trades from live and tester.
If the opening times and price match, great. If not, then I would analyze the difference in the opening times and would try to find the reason for it, then I would try to synchronize/calculate the timing and parameters from the optimization to the live environment.
When you are building an EA for your trades, your experience plays a more important role than your coding knowledge. When you know what you are trying to achieve, building a code in accordance with it gets easier. Also, do test your code on a simulator before you use it in the live market.
Hey there,
I agree with the said. Thank you!