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“Use tick data” is a useful suggestion only after the trader and developer agree what the simulation should do with it. More observations do not choose the entry timing, the side of the quote, the cos
A value can be valid in one MT5 field and wrong in another. That is the trap behind a class of unsupported-filling errors: SYMBOL_FILLING_MODE describes supported flags, while MqlTradeRequest.type_fil
Under a backtest note, a reader asked for parameter sensitivity and out-of-sample checks. The first implementation question I would ask is simpler: did the variant change only the thing its name says
A percentage can survive a copy-and-paste while its meaning gets lost. A chart may show a base run, the cost note may describe a variant, and the date split may come from another export. Each item can
A trading rule can be correct while its reversal is wrong. The EA sees a new BUY signal, closes its own SELL and sends a BUY request. The chart then shows an upward arrow. But the account can still be
An open Qlib question asks how to model US trading costs when the commission is charged per share. The example already sets trade_unit to one and passes a small number as open_cost. Those settings loo
Your MT5 exporter retries a batch after a network timeout. The receiver now sees the same M1 bar twice. A few minutes later, an older batch arrives after a newer one. Which bar should the dashboard sh
A small buffer can protect a data callback from a slow writer. It can also hide missing data if overflow is treated as a temporary inconvenience. Suppose a read-only recorder receives events A, B and
A trading application can produce a valid order request for the wrong instrument. The API accepts the identifier. The software reports success. The mistake happened earlier, when an external symbol wa
