tick by tick problem

General discussion about the Tickstory Lite software package.
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damiwild
Posts: 2
Joined: Sat Jan 28, 2017 9:42 am

tick by tick problem

Post by damiwild »

I have a problem with ticks, this is my first post, a greeting to all. I thought I would provide the real story tick market tick, through an exchange of data between files I found that tick story provides the exact same ticks that generates MetaTrade once download data from tickstory, knowing that MetaTrade under one minute in backtest generates ticks through an algorithm, I thought that the story ticks ticks were different so real, however I find them identical to the precise ticks MetaTrade I championship in backtaste on text files. I was wondering if this is normal, so just keep reliable data per minute. It could be that tickstory MetaTrade uses the same algorithm for ticks? Thank you

tickstory
Posts: 4883
Joined: Sun Jan 06, 2013 12:27 am

Re: tick by tick problem

Post by tickstory »

Hi Damiwild,

I'm not sure if I entirely understood your post, however it seems that you are saying that the results are the same (or similar?) when using Metatrader 1-minute data vs Tickstory tick data. Tickstory does not "interpolate" or use any algorithm to produce the tick data. It uses actual tick data that occurred within the Dukascopy platform. Please check out our FAQ here for some more details: https://tickstory.com/help/tickstorylit ... nlimtation.

If you are still trying to figure our why you are getting similar results, please check:

- That you are getting 99.9% modelling quality with your back-test. This ensures you are using Tickstory data correctly with your back-test.
- That your EA is perhaps not particularly affected by the use of tick data. This may be the case, for example, if you are using a long-term (daily, etc) strategy that trades infrequently.

Hope this helps.

damiwild
Posts: 2
Joined: Sat Jan 28, 2017 9:42 am

Re: tick by tick problem

Post by damiwild »

Thanks for the prompt reply .. tickstory
I see to explain better:
I created a program to capture the tick by tick backtest EURUSD in MetaTrade, I compared the ticks provided by tickstory with those generated by MetaTrade, I can not explain why they are identical ... maybe they were like, my problem is that they are identical, so .. if MetaTrade in the period of 1 minute simulates un'andamento hypothetical, why in a minute with tickstory I have the exact same ticks with prices identical to MetaTrade? I apologize in advance if I did not understand some concept, in my opinion the ticks published by real market tickstory should be different from ticks generated by the algorithm by ticks ticks MetaTrade. Let me remind you that I speak of data in the period of one minute. I do other controls, if I update my new post immediately. Thank you ;)

tickstory
Posts: 4883
Joined: Sun Jan 06, 2013 12:27 am

Re: tick by tick problem

Post by tickstory »

Hi Damiwild,

As I understand, Metatrader will store ticks as long as you are connected to your broker. Once you attempt to back-fill data, you will get at best 1-minute data. Even if you happen to be leaving your terminal running and storing ticks consistently, I would expect that your results will differ between MT4 and Tickstory's data. Of course, the significance of the differences will be dependent on how sensitive your EA is to small price differences.

If you are getting exactly the same ticks, it is more likely you are using the Tickstory exported data in both your tests. I would suggest that you compare the first 10 or so ticks. If they are identical, this is more than likely the case.

Hope this answers your question.

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