Possible problem with Max spreads parameter

[lkm020]

Hi,

I'm in the process of doing some back testing of the demo software with Dukascopy data using real spreads (see http://eareview.net/tick-data for the method used.
I am seeing some trades where FRP opens the trade despite the real spread at the time being much higher than
the max spread setting.
Is there an email address I can use to send you the evidence? Or are you already aware of the problem?

Rgds
Kevin

[Support_AdrianS]

Dear Kevin,

Thank you for your research.

We use our expert advisor on 6 real accounts, on three of them for more than a year and we never had a problem with max spread.

We make all the back tests and optimizations directly on Dukascopy with our java version of the robot, because the accuracy of Dukascopy back tests is much better than the MetaTrader platform and the tests are very close to reality and we never had a problem with max spread either.

Please send the back tests results to support@ forexrealprofitea.com.

We are glad for your interest and we hope that you will continue this research. We will gladly respond to all your questions.

Kind regards,
ForexRealProfitEA Team.

[lkm020]

Hi Adrian,

Hopefully then, it is just a bug with the demo software? I just emailed the evidence in support of the max spread suspected problem.

Rgds
Kevin

[Support_AdrianS]

Dear Kevin,

You are right. It is indeed a problem, but only when testing on Dukascopy historical data with the MT4 platform.

The Spread in MT4 version of our expert advisor is calculated by the formula:

Spread = MarketInfo(Symbol(),MODE_SPREAD);

In forward test, when the program runs in real conditions, the spread is calculated correctly.

In back tests on MT4 platform the spread is also calculated correctly, because historical data do not include historical data for spreads and the test is done with the spread of the testing time.

On our java version of the robot for Dukascopy, the spread is calculated by the formula:

Spread = Ask – Bid;

We make all the back tests and optimizations directly on Dukascopy with our java version of the robot and because the spread is calculated as the difference between Ask and Bid the tests are performed correctly and the problem that you mentioned does not appear.

We will add to the MT4 version of our expert advisor an additional condition in order to properly test the robot on Dukascopy historical data on MT4 platform also.

This addition will be available at the next update, hopefully this month.

Thank you for having discovered this problem and we hope that you will continue this research.

Kind regards,
ForexRealProfitEA Team.