バックテストの疑似Tickは、毎回同じTickを刻むのか?

検証してみました。

EA
//+------------------------------------------------------------------+
//| TickChecker.mq4 |
//| EA作成代行 シストレパートナーズ |
//| http://sistrepertners.sakura.ne.jp/ |
//+------------------------------------------------------------------+
#property copyright "EA作成代行 シストレパートナーズ"
#property link "http://sistrepertners.sakura.ne.jp/"
#property version "1.00"
#property strict

//+------------------------------------------------------------------+
//| インクルード定義 |
//+------------------------------------------------------------------+
#include
#include

//+------------------------------------------------------------------+
//| 定数 |
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//| パラメータ |
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//| グローバル変数 |
//+------------------------------------------------------------------+
int G_TickNum;

datetime G_TickTime;

//+------------------------------------------------------------------+
//| 初期処理 |
//+------------------------------------------------------------------+
int OnInit()
{
G_TickTime = 0;

return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| 終了処理 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
}

//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
// 足が確定したら
if (G_TickTime != Time[0])
{
// Tick数を初期化
G_TickNum = 0;
G_TickTime = Time[0];
}

// ログに出力
Print("Tick Price[" + IntegerToString(G_TickNum) + "] = " + DoubleToStr(Bid, Digits));

// Tick数をカウント
G_TickNum++;
}

結果(1回目)
2 12:57:21.631 2017.10.01 00:00:00 TickChecker test started
0 12:57:21.632 2017.10.02 00:00:00 TickChecker USDJPY,M15: Tick Price[0] = 112.649
0 12:57:21.632 2017.10.02 00:00:03 TickChecker USDJPY,M15: Tick Price[1] = 112.647
0 12:57:21.632 2017.10.02 00:00:06 TickChecker USDJPY,M15: Tick Price[2] = 112.644
0 12:57:21.632 2017.10.02 00:00:09 TickChecker USDJPY,M15: Tick Price[3] = 112.642
0 12:57:21.632 2017.10.02 00:00:12 TickChecker USDJPY,M15: Tick Price[4] = 112.639
0 12:57:21.632 2017.10.02 00:00:16 TickChecker USDJPY,M15: Tick Price[5] = 112.637
0 12:57:21.632 2017.10.02 00:00:19 TickChecker USDJPY,M15: Tick Price[6] = 112.634
0 12:57:21.632 2017.10.02 00:00:22 TickChecker USDJPY,M15: Tick Price[7] = 112.632
0 12:57:21.632 2017.10.02 00:00:25 TickChecker USDJPY,M15: Tick Price[8] = 112.630
0 12:57:21.632 2017.10.02 00:00:29 TickChecker USDJPY,M15: Tick Price[9] = 112.627
0 12:57:21.632 2017.10.02 00:00:32 TickChecker USDJPY,M15: Tick Price[10] = 112.625
:
0 12:57:21.745 2017.10.02 23:58:21 TickChecker USDJPY,M15: Tick Price[372] = 112.734
0 12:57:21.745 2017.10.02 23:58:23 TickChecker USDJPY,M15: Tick Price[373] = 112.735
0 12:57:21.745 2017.10.02 23:58:25 TickChecker USDJPY,M15: Tick Price[374] = 112.733
0 12:57:21.745 2017.10.02 23:58:27 TickChecker USDJPY,M15: Tick Price[375] = 112.734
0 12:57:21.745 2017.10.02 23:58:30 TickChecker USDJPY,M15: Tick Price[376] = 112.733
0 12:57:21.745 2017.10.02 23:58:32 TickChecker USDJPY,M15: Tick Price[377] = 112.732
0 12:57:21.745 2017.10.02 23:58:34 TickChecker USDJPY,M15: Tick Price[378] = 112.733
0 12:57:21.745 2017.10.02 23:58:36 TickChecker USDJPY,M15: Tick Price[379] = 112.731
0 12:57:21.745 2017.10.02 23:58:37 TickChecker USDJPY,M15: Tick Price[380] = 112.732
0 12:57:21.745 2017.10.02 23:58:41 TickChecker USDJPY,M15: Tick Price[381] = 112.731
0 12:57:21.745 2017.10.02 23:58:43 TickChecker USDJPY,M15: Tick Price[382] = 112.730
0 12:57:21.745 2017.10.02 23:58:44 TickChecker USDJPY,M15: Tick Price[383] = 112.739

結果(2回目)
2 12:57:48.751 2017.10.01 00:00:00 TickChecker test started
0 12:57:48.751 2017.10.02 00:00:00 TickChecker USDJPY,M15: Tick Price[0] = 112.649
0 12:57:48.751 2017.10.02 00:00:03 TickChecker USDJPY,M15: Tick Price[1] = 112.647
0 12:57:48.751 2017.10.02 00:00:06 TickChecker USDJPY,M15: Tick Price[2] = 112.644
0 12:57:48.751 2017.10.02 00:00:09 TickChecker USDJPY,M15: Tick Price[3] = 112.642
0 12:57:48.751 2017.10.02 00:00:12 TickChecker USDJPY,M15: Tick Price[4] = 112.639
0 12:57:48.751 2017.10.02 00:00:16 TickChecker USDJPY,M15: Tick Price[5] = 112.637
0 12:57:48.751 2017.10.02 00:00:19 TickChecker USDJPY,M15: Tick Price[6] = 112.634
0 12:57:48.751 2017.10.02 00:00:22 TickChecker USDJPY,M15: Tick Price[7] = 112.632
0 12:57:48.751 2017.10.02 00:00:25 TickChecker USDJPY,M15: Tick Price[8] = 112.630
0 12:57:48.751 2017.10.02 00:00:29 TickChecker USDJPY,M15: Tick Price[9] = 112.627
0 12:57:48.751 2017.10.02 00:00:32 TickChecker USDJPY,M15: Tick Price[10] = 112.625
:
0 12:57:48.866 2017.10.02 23:58:21 TickChecker USDJPY,M15: Tick Price[372] = 112.734
0 12:57:48.866 2017.10.02 23:58:23 TickChecker USDJPY,M15: Tick Price[373] = 112.735
0 12:57:48.866 2017.10.02 23:58:25 TickChecker USDJPY,M15: Tick Price[374] = 112.733
0 12:57:48.866 2017.10.02 23:58:27 TickChecker USDJPY,M15: Tick Price[375] = 112.734
0 12:57:48.866 2017.10.02 23:58:30 TickChecker USDJPY,M15: Tick Price[376] = 112.733
0 12:57:48.866 2017.10.02 23:58:32 TickChecker USDJPY,M15: Tick Price[377] = 112.732
0 12:57:48.866 2017.10.02 23:58:34 TickChecker USDJPY,M15: Tick Price[378] = 112.733
0 12:57:48.866 2017.10.02 23:58:36 TickChecker USDJPY,M15: Tick Price[379] = 112.731
0 12:57:48.866 2017.10.02 23:58:37 TickChecker USDJPY,M15: Tick Price[380] = 112.732
0 12:57:48.866 2017.10.02 23:58:41 TickChecker USDJPY,M15: Tick Price[381] = 112.731
0 12:57:48.866 2017.10.02 23:58:43 TickChecker USDJPY,M15: Tick Price[382] = 112.730
0 12:57:48.866 2017.10.02 23:58:44 TickChecker USDJPY,M15: Tick Price[383] = 112.739

全く同じTickを刻んでいる事がわかります。

良く考えると、毎回違ったTickが刻まれたりしたら「バックテスト結果が毎回違う!?」なんて事態も発生し得る訳で、当然といえば当然ですね。

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大和

Author:大和
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