[stuomallyParticipant February 11, 2013 at 6:26 am Post count: 5]

in reply to: Bid/Ask Spread #18469

Hi Admin,

Please find details in attachment.

Cheers
Stu

[stuomallyParticipant February 10, 2013 at 12:10 pm Post count: 5]

in reply to: Bid/Ask Spread #18467

Hi Admin,

I have tried to document and upload but ….. it doesnt seem like i can upload just about any file type I can think of … .docx .doc .htm .pdf

What file type can i upload ?

Kind regards
Stu

[stuomallyParticipant February 5, 2013 at 12:53 pm Post count: 5]

in reply to: Bid/Ask Spread #18465

Hi admin,

Thankyou for your quick response.

Unfortunately the steps you detail are exactly the steps I have been taking – and yet still getting a spread of 2 pips when launching MT4 from Tickstory.
Nevertheless I tried again, and made sure to observe the .fxt file being built by Tickstory (observed its created date), and again ran tester in MT4 watching the .fxt to ensure that it wasnt recreated by MT4. Ie esuring that the patch was doing its job. Unfortunately, same result — 2 pips for both the ModeSpread , and calcuating Ask – Bid. I am using a version of MT4 that is v4 build 4.5.1 so I dont believe that is the issue. It also confirms that the patch has been applied at the top of the MT4 platform after being launched from Tickstory so all good there.
Im using Tickstory 0.7.0.0 which I believe to be the latest.

Any idea’s ?

Thanks again
Stu

[stuomallyParticipant February 3, 2013 at 12:57 pm Post count: 5]

in reply to: Bid/Ask Spread #18464

Hi Admin,
I am new to the forum and would like to start by saying thanks for providing a means to loading tick data from Dukascopy in such a fast and efficient manner.
A great time saving tool that I appreciate !

I am having a similar experience to what jinxbhoy describes above in his post. I also have loaded a config file for my broker into Tickstory on the MetaTrader info tab, prior to exporting tick data into my MT4 platform. I can see the spread on this tab reflects my brokers last spread of .3 pip. I then export the data expecting the spread will be .3 pip (I guess this means you load the ask .3pip away from the bid as the ticks are loaded into the .fxt file). I then launch the MT4 platform from Tickstory (Note I have disconnected from the broker well prior to this). I then expected to see a value of .3 pip in the MODE_SPREAD variable when running backtests, however it shows a value of 2 full pips, and consequently i have to be at least this far (plus the slippage of another 2 pips) away from the ask when I place a pending order – otherwise i get a 130 error. I was hoping that the .3 pip would be reflected in the MODE_SPREAD as it clearly affects how and when I place my order/get filled. Is it your intention to load the MODE_SPREAD with that loaded from the config file ?

And without being a pain I noticed some earlier discussion around the fact that BIRT has engineered a way to allow MT4 to process .fxt files larger than 2GB. Do you think it may be on your radar to accomplish similar at some point ? That would solve just about everything to do with the drama’s around tick data.

One other thing that you may or may not be aware of, is that backtesting is much faster when volume data is removed (or alternatively every tick is loaded with the same value in the volume field as that appears to trick it). I mean it runs about 10 times as fast. Do you provide a way to remove volume (or load with the same value using tickstory) ?

Once again , thankyou for your efforts to date and i look forward to your response.

— UPDATE. Instead of assuming that you loaded Ask prices a certain number of points away from the Bid (ie I was expecting .3pips given the config file value for EURUSD), I printed out both the MODE_SPREAD and Ask – Bid, and they both showed 2 pips. Is it possible that the .3 pip loaded into the MetaTrader info tab via the config file isnt playing any part whatsover – ie the field that contains this value is a little broken ?

Regards
Stu

[Author]

Posts