Every Tick vs Every Tick Based on Real Ticks in MT5

Short answer: in the MT5 Strategy Tester, Every tick generates a synthetic sequence of ticks inside each 1-minute bar from its open, high, low and close. Every tick based on real ticks replays the tick history your broker actually recorded, with the real spread at each moment. Real ticks is more accurate and much slower; the difference matters most for scalping, tight stops, trailing stops and anything that depends on spread.

What does "Every tick" actually simulate?

MetaTrader keeps 1-minute bars for the whole history. In Every tick mode, the tester takes each M1 bar and generates a path of ticks through its four known prices — open, high, low, close — filling in between them by a fixed algorithm. The order of high and low inside the minute is a guess, and the spread comes from the bar history or a fixed value you set.

For a strategy that acts once per H1 bar with a 50-pip stop, that approximation is almost always good enough.

What does "Every tick based on real ticks" add?

It uses real recorded ticks — every bid and ask change your broker stored — so the tester sees:

• The actual price path inside each minute, including spikes and gaps.
• The real spread at every moment, including the wide spreads at rollover and around news.
• The real tick count, which matters to EAs that do work on every tick.

Where the broker has no tick history for part of the period, the tester falls back to generated ticks for those minutes, and the report's History quality percentage drops. Check it: 100% means every minute used real data.

The five modelling modes compared

Mode	Prices per 1-minute bar	Speed	Good for
Every tick based on real ticks	All recorded ticks	Slowest	Final validation; scalpers; spread-sensitive EAs
Every tick	Generated from OHLC	Slow	Intrabar logic when real ticks are unavailable
1 minute OHLC	4 (open, high, low, close)	Fast	Screening bar-close strategies
Open prices only	1 per bar of the tested timeframe	Fastest	Strategies that only act at bar open
Math calculations	None	Instant	Pure calculations and optimisation of formulas

When the difference changes your result

• Scalping. A 5-pip target is decided by the path inside the minute and the spread at entry. Generated ticks routinely flatter scalpers.
• Tight stops and targets in the same bar. If both could be hit inside one minute, generated ticks decide the order by algorithm; real ticks by history.
• Trailing stops. Each tick moves the stop; the number and order of ticks changes where it ends up.
• Spread filters. Only real ticks carry the real spread spikes your filter is meant to avoid.
• News spikes. Real data contains the gaps; synthetic paths smooth them.

For a daily-chart swing strategy, the modes will usually agree closely. For an M1 scalper, a strategy that is profitable on Every tick and unprofitable on real ticks is common — and the real-tick result is the one to believe.

Which should you use?

1. Screen ideas on 1 minute OHLC or Open prices only.
2. Validate survivors on Every tick based on real ticks, on a period you did not tune on.
3. Forward test on demo, because even real ticks cannot model your live fills.

The full test setup is in our MT5 backtesting guide.

What about MT4?

MT4's tester has Every tick, Control points and Open prices only, and builds its ticks from M1 history by interpolation. It has no real-tick mode built in; traders who need one import third-party tick data. That is one reason serious testing has moved to MT5.

Test your EA on our servers

TradeSmithy queues backtests on its own servers with every tick, 1-minute OHLC or open prices modelling, and either a fixed spread or the symbol's recorded spread — so a run does not tie up your computer, and keeps going when you close the tab. Start free to build the EA; server backtests are on Pro. Why a backtest is still not a forecast: our honest answer.

Frequently asked questions

Is "every tick based on real ticks" 100% accurate?

It is as accurate as the broker's recorded data, and still cannot model your own live slippage and fills. Check History quality in the report.

Why is real-tick backtesting so slow?

It processes every recorded tick — millions per year on liquid symbols — and has to download that history first.

Why do my results differ between every tick and real ticks?

Usually spread and the order of prices inside the minute. Strategies with small targets or trailing stops are the most sensitive.

What does History quality mean in MT5?

The share of the test that used real tick data. Anything well below 100% means parts of the test used generated ticks.