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Viewing 15 posts - 1 through 15 (of 21 total)
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  • danny_pip
    Participant
    Post count: 26
    in reply to: iBarShift problems #20987

    Hi,

    I’ve added a log-list showing the systematic error with iBarShift.

    I’ve changed the color of the record in the list where the problem arises.
    You will see that one hour is skipped when I go minute per minute back in time over 1440 minutes (= 1 day).
    The backtester is doing this systematically and never shows 1440 minutes in a day. 1 hour is dissapeared !!!!!!
    I’ve also tested this with version 1.7 and the problem remains the same.

    Here’s the code I’ve written to show the problem;

    previousday_start = iTime(NULL,PERIOD_D1,i);
    previousday_end = previousday_start + 24*60*60 -60;

    start_bar = iBarShift(NULL,PERIOD_M1,previousday_start);
    end_bar = iBarShift(NULL,PERIOD_M1,previousday_end);

    // ***** ONLY FOR TEST *****
    datetime testtime;
    int currentbar=0;
    int end = end_bar+1440;
    Log(“end_bar = ” + end_bar + “start_bar = ” + start_bar);

    for (i= end_bar; i< end; i++)
    {
    testtime = iTime(NULL, PERIOD_M1, i);
    currentbar = iBarShift(NULL,PERIOD_M1,testtime);
    Log( “i = ” + i + ” Time = ” + TimeToStr(testtime,TIME_DATE|TIME_SECONDS) + ” BarNr = ” + currentbar);
    }
    Log (“end of cycle”);
    // ***** ONLY FOR TEST TILL HERE *****

    danny_pip
    Participant
    Post count: 26
    in reply to: v1.6 Released! #20770

    Hi, I’ve bought the paid version today because of the great support with my problems in the past.
    I have a question: when I let the ‘tickinfoexpert’ run once and the config file is made; are all commissions (for ECN/STP) brokers correctly handled or do I have to edit this manually ?

    Is it possible to extend the help concerning ‘Customising MT4 export settings’.
    It would be very helpfull when every field is well explained.

    Thx,
    Danny

    danny_pip
    Participant
    Post count: 26

    Hi,
    The broker FXCM has recently added 2 digits to the AUS200 index; instead of 5946 it’s now 5946.00.

    Some brokers like Sensus uses no extra decimals; Pepperstone uses 1 decimal; I’ve noticed that this causes problems again in exporting and optimising.

    Backtesting does not work anymore.

    Hope you can get me out again !

    Grts,

    Danny

    danny_pip
    Participant
    Post count: 26

    Hi Fiver,

    I ‘ve also had the experience that there are differencies.
    I’ve also found out the TickDataDownloader is not always downloading perfectly all files; sometimes data are missing.

    Regards,

    Danny

    danny_pip
    Participant
    Post count: 26

    Hi,

    I’ve done an export of the last month for every system.
    Now I’m getting similar results but still different.
    I’ve also noticed that SQ Tickdata Downloader did not exported all files of 2013; Some were missing.
    To be sure that I’m working with good tickdata, I’ve took the last month; what’s obvious is that the sizes of the FXT files are different.
    This leads also to different backtests.
    Now the question is: which are the best ?

    Here’s the link where you can download the results (the file is too big to put in attachment).

    http://users.telenet.be/karaoke/results.zip

    Thx for all efforts again !

    Danny

    danny_pip
    Participant
    Post count: 26

    Hi,

    the beginning date does not matter in this case; because the only valid tick data start form 23/02/2013.
    So if I take 26 jan 2016 or 27 jan 2013 it does not matter.

    the problem has to be somewhere else.

    Thx for your reply

    danny_pip
    Participant
    Post count: 26

    Hi,

    I’ve done what you’ve asked; see attachment.

    Regards,

    Danny

    danny_pip
    Participant
    Post count: 26

    Here it is.
    The results with every generated FXT file are so different that I don’t really know at all what is correct or not.
    I’ll hope you can figure it out.
    There ‘s also a big difference in lotsizes that I have to use.

    Regards,

    Danny

    danny_pip
    Participant
    Post count: 26

    I don’t understand exactly what you mean;

    I did an export to a CSV file with SQ TickData and converted these with the script CSV2FXT. Of this I’ve made a screenshot using your ‘MT4 Data editor’.
    Next I did an export to a CSV file with TickLite using the format you gave me. This CSV file I’ve converted with CSV2FXT. Of this I’ve made again a screenshot using your ‘MT4 Data editor.

    If you like I can give you access with ‘teamviewer’ to my computer.
    Or with skype to make things more clear.

    danny_pip
    Participant
    Post count: 26

    Hi,

    I’ve added the screenshots and settings of csv2fxt I’ve used.

    Thx for the efforts !

    danny

    danny_pip
    Participant
    Post count: 26

    Hi,

    It’s not really working as it should.
    I’ve attached all strategy-tester files to show the differencies.
    Please, let me know if you don’t understand something.

    thx,

    danny

    danny_pip
    Participant
    Post count: 26

    Hi again,

    I’ve downloaded everything with the format you gave me.
    Now I can convert the file with the CSV2FXT script.
    The history and the FXT files are generated.
    I’m also able to bactest.
    However, my results are different although I’ve donwloaded the same tickdata.
    I’m confused now and I don’t kow which results I can trust ?

    Do you know how to figure it out ?

    Thx again for all efforts !!!!

    danny_pip
    Participant
    Post count: 26

    the broker is FXCM.
    I’ll try it out!

    thx

    Danny

    danny_pip
    Participant
    Post count: 26

    Hi,

    I’ve tried the format you gave me;
    When I try to do the convertion with the CSV2FXT script, it’s not giving errors but the results are only files of 1K size.
    Still something wrong here.

    I also did the export to MT4 with the margin and base currencies set to ‘AUD’.
    Did not work either.

    Thx for the efforts !!

    Danny

    danny_pip
    Participant
    Post count: 26

    Hi,

    It’s obviously a problem with the formatting.
    I’ve just downloaded the same tickdata with the program ‘SQ Tickdata Downloader’ which created also a ‘CSV’ file.
    In the metratrader platform (FXCM), I’ve generated the history and FXT files with ‘CSV2FXT’; this was going well !

    I’m now able to backtest and optimise.

    So, there’s still somewhere a problem in ‘Tickstory Lite’ with the format of the exported files.

    Thx for all efforts !!

    Danny

Viewing 15 posts - 1 through 15 (of 21 total)