[adminParticipant February 14, 2013 at 11:50 pm Post count: 92]

in reply to: Couple of suggestions #18577

Hi Tom,

Thanks for all your suggestions and feedback. A number of your items have been addressed in the latest v0.8 Release Candidate which is currently undergoing testing. If you want to get a hands-on look prior to the official release, please refer to the following post.

viewtopic.php?f=2&t=122

If you come across any issues, please let us know.

Regards.

[adminParticipant February 14, 2013 at 1:37 am Post count: 92]

in reply to: Couple of suggestions #18575

Hi Tom,

Many thanks for getting back with these details. Given that the date ranges could potentially vary, it sounds like it’s better to prompt with a warning if users try to go beyond but not disallow it altogether.

We’ll figure out how best to implement this in the revamped version.

Kind regards.

[adminParticipant February 12, 2013 at 6:49 am Post count: 92]

in reply to: Bid/Ask Spread #18470

Hi Stu, thanks for the comprehensive details. From your screenshots I cannot see any issue with what you’re doing, however I also cannot reproduce the issue using either Build 432 or 451. When specifying the 0.3 pip spread on the export, the same code yields 0.3 pips during the back-test.

I can only assume at this stage that the 2 pip spread is coming from the symbols.sel file (you can verify this by selecting “Symbol properties” from the Strategy Tester menu), although not sure why at this point. If you connect to your broker, does your spread change to your broker spread? Could you also please let us know the O/S you are using?

Thanks.

[adminParticipant February 11, 2013 at 2:28 am Post count: 92]

in reply to: Bid/Ask Spread #18468

Hi Stu,

Apologies, I have enabled document uploading in this forum section. Could you please try again?

Thanks!

[adminParticipant February 8, 2013 at 3:07 am Post count: 92]

in reply to: Couple of suggestions #18573

Hi Tom – That’s right, unfortunately it can’t retry indefinitely and logs aren’t the most ideal way to communicate an issue. This will be revisited in the new version. For the moment however, as per the trouble-shooting manual, the recommendation is to resolve any recurring errors before using your export.

Hope this helps.

[adminParticipant February 7, 2013 at 1:16 am Post count: 92]

in reply to: Couple of suggestions #18571

Hi Tom,

Thanks again for the feedback. Regarding retries, yes, Tickstory does attempt to re-download the data up to 3 times at the moment. Do you have the error that you got from the server (screenshot will do)? There have been reports of some network errors however it wasn’t conclusive that this happened on the Dukascopy end. If it’s possible reproduce what you’re seeing then that would be handy. The plan is to have a check for data gaps in the future so this can be done as a post-check (as opposed to logs which can get unwieldy).
At the moment the log viewer does not have the ability to copy/paste entries – this has been put on the list and will be released in the upcoming version (TICKLITE-82).

Kind regards.

[adminParticipant February 6, 2013 at 2:55 am Post count: 92]

in reply to: Bid/Ask Spread #18466

Hi stu,

Could you please provide some additional information to see whether it’s possible to identify the issue:

– Could you please confirm that your terminal is not connected to a broker?
– Could you please provide a screenshot of your ‘Data Export’ and ‘Metatrader info’ tab just prior to your export (please ensure the symbol you are exporting is selected on the ‘Metatrader info’ tab).
– Could you please give the snippet of code you are using to print out the spread.

Hopefully we can get to the bottom of your issue.

Thanks!

[adminParticipant February 6, 2013 at 12:55 am Post count: 92]

in reply to: Couple of suggestions #18569

Hi Tom,

Welcome to the forum – thanks for your comprehensive post. Let me address each one of your points:

– Auto-updating of data: This feature is on the list of enhancements and will be part of the “new generation” Tickstory.

– Data storage: Dukascopy data is already stored in a significantly optimised format as part of their data format changes last year. This includes storing in the manner you described along with utilising the fo;e directory structure to provide the baseline timestamp.
In order to offer optimised data retrieval, we are also working on our own tick database which should sport a competitive compression scheme and allow much faster data management.

– MT4 FXT management tool: This is currently on our list of things to do (TICKLITE-15).

– Dukascopy data date-ranges: If you have the dates handy for the instrument date-ranges that would be great. These can be incorporated into the system (TICKLITE-78).

– Candle time starting at 1 minute: Thanks for noting this. A ticket has been raised to investigate this further. I would recommend the workaround you suggested (i.e. selecting one day later) if you want to export data from the beginning of Dukascopy’s dataset. (TICKLITE-79)

– Date format on export screens: Thanks for highlight this. This will be addressed in the upcoming version (TICKLITE-77).

– CSV2FXT conversion using Tickstory export: It could well be some validation that is being done on the volume in MT4. Have you tried to export the data with a volume of 1 and 0 just to rule this out?

– Custom HST/FXT locations: This has been raised as an issue and will be addressed in the upcoming version (TICKLITE-76).

Thanks for your feedback!

[adminParticipant February 4, 2013 at 11:17 pm Post count: 92]

in reply to: Tick data doesn’t appear to load the Brokers spread #18480

Hi stu,

Welcome to the forum – thanks very much for your feedback. To answer each one of your questions:

– Regarding the issue with the back-testing spread, your question has been addressed in the troubleshooting section discussing this topic: viewtopic.php?f=4&t=43

– With regard to the 2GB back-testing limitation, the item is on the list however a release timeframe hasn’t been scheduled at this point. We are currently trying to make inroads into extending the MT4 back-testing period by allowing removal of duplicate ticks (should be available in the next release). This should see some significant improvement on the period you can test in one go.
If there is some feedback from the community, then the priority on this feature may increase. For the moment however, I believe there are suitable workarounds such as breaking up the back-test period into 1-year intervals or using Birt’s TDS.

– With regards to suppressing volume information, I wasn’t aware that this could speed up the back-testing process. I have tried to test this by exporting 1 year’s worth of data with and without volume information (i.e. volume is set to zero). In both cases, the back-test took almost exactly the same time. Do you have any further information to help validate this? Is the performance specific to certain EAs? If we can prove that there is some value-add, this feature can certainly be added to the export process.

Thanks!

[adminParticipant February 4, 2013 at 11:09 pm Post count: 92]

in reply to: Bid/Ask Spread #18463

Hi stu,

– Regarding the back-testing spread, that is correct – the config file will determine what the MODE_SPREAD function will return for that particular symbol. The fact that you are getting a 2 pip spread is a little curious as happens to be the default spread that is set up in Tickstory. It could be that your broker’s 0.3 pip spread isn’t been applied correctly. To double-check, please try:
– Select the symbol you wish to export, right-click -> Export To MT4.
– In the “Metatrader Info” tab, Load your broker config.
– Now, in the Symbol properties, select the symbol you are about to export (for example, EURUSD). You should see 0.3 pips as the spread.
– Export your data.
– When you back-test, the MODE_SPREAD function should now return the 0.3 pip spread for the symbol you exported.

Your “new feature” suggestions are addressed in your separate topic:

viewtopic.php?f=4&t=111

Kind regards.

[adminParticipant February 4, 2013 at 10:40 pm Post count: 92]

in reply to: "No data for testing" error #18586

Hi thomas,

The “no data for testing” error is usually caused by 2 things – either:

1) You have not launched your Metatrader terminal via Tickstory (by pressing F8) or;
2) You have not mapped your instrument symbol correctly to your Metatrader terminal. If this is the case, this post should help you: viewtopic.php?f=4&t=61

Hope this helps.

[adminParticipant February 4, 2013 at 10:36 pm Post count: 92]

in reply to: Backtesting fails: No data for testing/invalid file #18584

Hi colbygray,

This issue is usually caused by not launching your Metatrader terminal with Tickstory (by pressing F8). Please re-generate your MT4 export and ensure you launch via Tickstory before commencing your back-test. A more detailed description of the back-testing steps is in the help manual (press F1 from Tickstory). There is also a trouble-shooting section that may assist.

Regards.

[adminParticipant February 3, 2013 at 8:43 am Post count: 92]

in reply to: try using old data type. #18581

Hi coffeesnob,

Thanks very much for your encouraging feedback. Regarding the download process, the idea behind utilising/downloading the latest Dukascopy format is to captialise on the significant disk space savings (in some cases the data is 75% smaller). Once you have performed the download once, you should no longer need to do this again. That is, Tickstory always checks for the data on your local hard drive before going to the web (and it will replace old format files with the new format where applicable). The main delay in processing this data is the way Dukascopy structures their data which is essentially many disk files that need to be unpacked. To this end, there are definitely improvements to made here. We are currently making significant developments in order to radically speed up the data retrieval and export process. This involves developing our very own database technology to store the vast amounts of data and retrieve it quickly. Appreciate if you can bear with us as we work to incorporate this into future versions of Tickstory.

Regards.

[adminParticipant February 2, 2013 at 10:49 pm Post count: 92]

in reply to: How to make the xxxxxx_1.fxt and xxxxxx_2.fxt files #18582

Hi Ilias,

Thanks for your post and feedback. The xx_1.fxt and xx_2.fxt data files are created when back-testing with the “crude” and “open price” models. These modes are significantly inferior to tick-based back-testing and are not supported by Tickstory. If you wish to get a rudimentary idea of how your strategy is working, you could use the standard Metatrader data history to do this (I would advise setting up a separate Metatrader installation for this purpose).

Hope this helps!

[adminParticipant January 29, 2013 at 4:32 am Post count: 92]

in reply to: Import data from txt #18554

Hi Paul,

Thanks very much for your suggestion – this feature has been noted and is currently in development.

Regards.

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