[Tick Data Suite] To 99.9% EA Backtesting Accuracy──Releasing the "Complete Guide to Tick Data Suite" to Go Beyond the Limits of Standard MT4 Testing and Build a Live-Operation-Level Verification Environment

PhoenixConnect Co., Ltd. (Representative: Yasuyuki Takiuchi) has released the "Complete Guide to Tick Data Suite," a practical guide for raising the accuracy of EA backtesting in MT4 to a live operational level. The standard MT4 backtesting used daily by many traders often fails to sufficiently reproduce the actual market environment due to constraints such as pseudo-tick data and fixed spreads. As a result, a common problem is that performance collapses in live trading even with good results in backtesting. This guide systematically explains everything from building a 99.9% modeling quality backtest environment using Tick Data Suite (TDS) to verification methods that can be leveraged for live operational decisions. It is practical content for experienced traders who want to increase the reproducibility of their EA operations.

■ Introduction
Many traders who operate automated trading systems (EAs) for FX and CFDs have probably had the following questions at one time or another.

"It was winning in the backtest, but the results are different in live operation."
"The parameters I thought I optimized don't work in the real market."

Much of this problem lies not in the EA's logic, but in the "verification environment."

The standard backtest in MT4 is just a simple simulation environment.
Tests are conducted under assumptions that differ greatly from the actual market, such as pseudo-generated tick data, fixed spreads, and no consideration for slippage.

In other words, many traders are "thinking they are verifying" but are actually evaluating their EAs in an environment that is different from reality.

Tick Data Suite solves this problem.

PhoenixConnect has released the "Complete Guide to Tick Data Suite" as a practical guide to increase the reproducibility of EA operations.

This guide systematically explains how to increase the accuracy of MT4 backtesting to 99.9%.

■ The structural problem with standard MT4 backtesting

Many traders use MT4's Strategy Tester to check the performance of their EAs.

However, that verification environment has significant, often overlooked, limitations.

The three main problems are as follows:

・Tick data is pseudo-generated
・Spreads are always fixed
・Slippage and execution delays are not reproduced

In the actual market, prices fluctuate in milliseconds, and spreads change depending on the time of day and liquidity.

Furthermore, orders are not always filled at the ideal price.

In other words, it is highly likely that standard MT4 backtests are being tested in an "environment more favorable than reality."

Even EAs that show good results in this environment often cannot reproduce them in live trading.

The gap between backtesting and live operation is born from this.

■ The "99.9% Backtest" Achieved by Tick Data Suite

Tick Data Suite (TDS) is an extension tool that dramatically improves the accuracy of MT4 backtesting.

Its main feature is simulation using actual tick data.

This allows for the reproduction of a realistic market environment that is not possible with the standard MT4...