How MetaTrader 5 Generates Tester Ticks from Minute Bars
Summary
The document describes the MetaTrader 5 Strategy Tester’s historical price simulation, focusing on how it generates ticks from minute data. It contrasts this approach with earlier MetaTrader testing modes, which could use simplified intrabar paths or lower-timeframe data. The article explains how bars with very few ticks are handled and how bars with more ticks receive a set of support points distributed across candle shadows and range.
For the candle’s main range, the described procedure uses repeated impulse and one-point rollback steps, with the number of waves and step size derived from the available support points and bar range. The article illustrates the process with a bullish candle example and compares generated ticks with a recorded server sequence, using charted prices to assess similarity. It argues that minute-based generation improves simulation detail, but the generated path remains an approximation constrained by minute-bar information. The comparison is specific to the cited historical sample and does not establish that all simulated tick paths reproduce actual market sequences.
Key ideas
- The tester generates historical ticks from minute-bar data rather than relying on the older simplified simulation modes.
- Bars with two ticks are represented by their open and close, while more active bars use distributed support points.
- The main candle range is modeled with alternating impulse moves and small pullbacks.
- Generated tester ticks are compared with recorded server ticks as an illustration of simulation quality.
- Minute data constrains the path that can be reconstructed, so simulated ticks remain an approximation.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.