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Why real ticks
The prices in MT4's own backtests are worked out. Real ticks are every quote that was recorded at the time. This page explains the difference, and what mttick cannot guarantee.
Where MT4's own prices come from
In the "Every tick" mode of MetaTrader 4 (MT4), the prices are interpolated from 1-minute bars by a fixed rule. Each bar has only four prices, open, high, low and close, and the rule fills in how price moved in between. That is why the modelling quality in a backtest report is at most 90%.
The spread is not recorded either. It is one fixed number that does not change in the whole backtest.
MT4 自带：从 M1 K 线插出来
mttick：记录下来的每个 tick
What real ticks change
With real ticks the EA sees the path price actually took. These are decided by the quotes of the time, no longer by an interpolation rule:
- Within one bar, whether the stop or the take-profit is touched first.
- At which price pending orders and scalping orders fill.
- The number of ticks. In one measurement (MT4's bundled Moving Average, EURUSDm H1, 2025-01-13 to 01-17) the tester processed 258,555 ticks, exactly the number of real ticks written.
What the real spread changes
The spread decides the cost of every open and close, so when it changes, the result changes. In MT4 the spread is counted in points: the smallest step of a five-digit quote, so 1 pip is 10 points.
The minimum spread setting has a large effect on results. mttick's default minimum is 1 point, and you should not normally change it.
Below are three backtests of the same EA over the same week, differing only in the spread.
- 47.74Fixed spread, 10 points10 points is 1 pip
- 48.64Real spreadThe recorded spread
- −192.20Real spread doubledThe recorded spread times 2
The numbers are the total net profit in the backtest report. MT4's bundled Moving Average, EURUSDm, H1, 2025-01-13 to 01-17, 258,555 ticks. One EA and one week of data is a small sample and shows only the direction.
What it does not change
Real ticks and real spreads let a backtest use the prices and spreads of the time. They do not turn a backtest into live trading.
A backtest still does not equal live trading
A backtest is a simulation of historical data. It does not predict the future and does not guarantee the same result in live trading.
Execution delay and slippage are not simulated by default
By default, fills in a backtest have no delay and no slippage; to simulate them, switch them on in the backtest settings. Even then it is only a model, and it does not simulate requotes, partial fills or rejected orders.
Quotes are not identical
Quotes from different sources are not identical. We compared Dukascopy and Exness, and the mid price differs by about 0.14–0.23 pips on average; spreads differ more, especially on gold, see Choosing a data source. Your broker's quotes will differ from mttick's data in the same way.
Time zone still changes the cut
The server time zone and daylight saving settings decide how H4 and daily bars are cut.
Using it for stress tests
Run the three spread cards, "Real", "A bit stricter" and "Much stricter", once each, and see at which level your strategy stops holding up.
This shows how sensitive the strategy is to the spread. It does not predict what will happen in live trading.
Next
See what mttick does and what data there is now.
See the features Data coverage Choosing a data source Comparison