Feature request - Execution time

Discussion of the latest application betas including reports of bugs, issues and suggestions before it is made available as a general release.
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gu00hero
Posts: 26
Joined: Fri Jun 26, 2020 11:20 am

Feature request - Execution time

Post by gu00hero »

I think its obvious from the title. But to elaborate an option in settings that we can alter in milliseconds that defines how much time can pass between execution and start of a trade, not only entering but also exiting a trade.

tickstory
Posts: 4466
Joined: Sun Jan 06, 2013 12:27 am

Re: Feature request - Execution time

Post by tickstory »

Hi Gu00hero,

Are you referring to the delay between the submission of a new order to the time it arrives to be executed? Like simulating some sort of network delay?

Thanks.

gu00hero
Posts: 26
Joined: Fri Jun 26, 2020 11:20 am

Re: Feature request - Execution time

Post by gu00hero »

Yes, exactly that.

This setting is in MT5 strategy tester natively, maybe you want to check out before coding it to advanced tester.

tickstory
Posts: 4466
Joined: Sun Jan 06, 2013 12:27 am

Re: Feature request - Execution time

Post by tickstory »

Thanks for the further information. It might be that our Slippage simulation is an easier way to test the effects that you want. For example, adding slippage to your entries and exits can simulate an unfavorable execution price - similar to what you may see if there was a network delay.
If your strategy was markedly affected by slippage, you would assume that your real-world results would also be affected.

Hope this helps.

gu00hero
Posts: 26
Joined: Fri Jun 26, 2020 11:20 am

Re: Feature request - Execution time

Post by gu00hero »

The problem with slippage is, slippage filters in EAs doesnt work anymore. Because every broker now has market execution, instead of instant execution for years now. You can check the difference here: https://www.financemagnates.com/forex/b ... ion-types/

Or research in google. so an execution time setting will give much more accurate results.

tickstory
Posts: 4466
Joined: Sun Jan 06, 2013 12:27 am

Re: Feature request - Execution time

Post by tickstory »

Hi Gu00hero,

The principle is the same as far as I can see. Basically, what is being simulated is a price movement that can go for or against your requested price. This is exactly what would happen with a market order - you are either get a price more or less favorable the moment you decide to submit your order.

Whether you are simulating a delay or a variable execution price, both are essentially introduce an element of randomness to ensure your strategy is robust enough to handle these variations. In both cases, the goal is not to simulate or predict what will happen in a live environment (because we can't) but to have a level of confidence that your strategy is able to trade profitably with these variables.

Hope this helps.

max12m3
Posts: 14
Joined: Sat May 28, 2022 8:55 pm

Re: Feature request - Execution time

Post by max12m3 »

I also would like to see the option for a delay in ms in addition to the simulated slippage in points.

Have a great weekend!
Max

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