lommelomme 2006.01.17 01:09 

In between I found out, that there is a big bug in Strategy Tester of build 188:

All limit orders are executed. And they get whatever price you want.
Meaning whatever (unrealistic) price you give to OrderSend() will be accepted.

Last time I've seen exactly this was in MT3.85.
Hope it will be fixed soon.
Otherwise Strategy Tester is complete useless for limit orders!!

Here's a litte EA for bug demonstration.
Look at Journal after running in ST.
EA makes 10 limit orders with prices miles away from actual Ask... and get this trades filled!!!

double BuyPriceWanted;
int ticket, cnt;

int init(){return(0);}
int deinit(){return(0);}

int start()
  {
   if (cnt>9) return;
   
   BuyPriceWanted=NormalizeDouble(Ask-100*Point, Digits);
   ticket= OrderSend(Symbol(), OP_BUYSTOP, 1.00, BuyPriceWanted, 3, Ask - 500 *Point, Ask + 500 * Point, "Test Buy1", 4711, 0, Blue);   
   if (ticket>0) 
   {
     cnt++;
     Alert("Ticket: #", ticket, " Bid ", Bid, " Ask: ", Ask, " Buy Price wanted: ", BuyPriceWanted," SL: ", Ask - 500 *Point," TP: ", Ask + 500 * Point); 
     if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)==True)
     {
       if (OrderOpenPrice()<Ask)
       Alert("Ticket: #", ticket, " Buy Price get: ", OrderOpenPrice(), " < Ask !!! ERROR !!!");
       
     }
   }

   return(0);
  }

lommelomme 2006.01.17 11:35 

[quote]error is here

   BuyPriceWanted=NormalizeDouble(Ask-100*Point, Digits);
   ticket= OrderSend(Symbol(), OP_BUYSTOP, 1.00, BuyPriceWanted, 3, Ask - 500 *Point, Ask + 500 * Point, "Test 

No Slawa,

this is an intentially forced error to demonstrate the wrong behavior of Strategy Tester.
Because of the wrong pricing this trade should generate a error message like it does in real trading.
But it don't. Instead it gets filled at that wrong price. Thats the problem.
I hope it's clearer now.

SlawaSlawa 2006.01.20 11:28 

"New MetaTrader 4 Client Terminal Build 188"
===
26. Tester: Fixed error of placing of mistaken SL and TP in pending orders.
===
Addition: and mistaken open price too.