Home Forums Tickstory Lite Issue/Bug tracking Some issues of Back Testing

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  • imported_tickstory
    Participant
    Post count: 1479

    Hi Trender,

    The first thing I would note is that you are back-testing a large period – around 10 years – in one go. There are limitations on how much data MT4 can process and it is most likely you are running into some issues here. You can see here for further information on this: http://www.tickstory.com/forum/viewtopic.php?f=4&t=462.

    To answer your question, there should be no difference in the Open and Close prices of the 1-minute bars. The bars are constructed from the time-stamps of each tick that occur within each minute. Once you resolved the issue above, if you are still having discrepancies I would suggest you analyse a few trades and compare the timing of the trades. Bear in mind that if your EA is somehow dependent on the starting date (for eg. it only takes a trade if the last trade was successful), then will you obviously get different results depending on the range you select.

    Hope this helps.

    Trender
    Participant
    Post count: 2

    Thanks for your comments and indices !
    I have noticed also that the size of M1 history file, eur/usd from 01.01.2010 to 01.01.2011 is abnormally small ( 50 %) with respect to sizes of similar ones for 01.01.2011 – 01.01.2012 and 01.01.2012 – 01.01.2013. Is it a market info which was too particular this year having thus smaller number of ticks, or some gaps were present in the downloaded file ?

    imported_tickstory
    Participant
    Post count: 1479

    Hi Trender,

    We are not aware of anything aside from market conditions which could affect this. Generally speaking, the Dukascopy data across most pairs for the past few years is quite comprehensive.

    Regards.

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