you do a compression test when the engine is warm because the piston rings will be expanded and sealing the best giving you the most accurate results. You can do a compression test with a cold engine but it wont give you really accurate info.

as with anything there are multiple ways of doing something but only one way to do something properly

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1986 300SDL, 211K,Dealership serviced its whole life
1991 190E 2.6(120k)
1983 300D(300k)
1977 300D(211k)