Hello!
Post, please
Wich values in FXT file header interfer to the backtesting results
Mean what values MT4 tester (build 1090) will/should take from header and use to make calculation and what values are just to inform user
Thanks in advance
FXT fields values
Re: FXT fields values
Hi KirBiz,
I'm not sure if I understood the question correctly, however you should use all the correct FXT values from your broker for the most accurate results.
Depending on your EA, all of the settings have the potential to affect your results.
We've writting a step-by-step guide about how to copy/cross-check all your broker settings here:
https://tickstory.com/forum/viewtopic.php?f=2&t=809
Hope this helps.
I'm not sure if I understood the question correctly, however you should use all the correct FXT values from your broker for the most accurate results.
Depending on your EA, all of the settings have the potential to affect your results.
We've writting a step-by-step guide about how to copy/cross-check all your broker settings here:
https://tickstory.com/forum/viewtopic.php?f=2&t=809
Hope this helps.
Re: FXT fields values
The reason i ask my question begins here:
Tickstory script create broker-related mt4config file to use
In this file i can't find a field/value mapped to SYMBOL_CURRENCY_MARGIN
At the same time if you connect as example to META-QUOTES Demo account with account currency USD - You may note in contract specification of symbol that MarginCurrency of symbol equals to Base currency of Symbol.
Next step: Run tester with any EA - and then open FXT file with Ticksory FXT Header editor.
In Account Section - field Margin Currency - there will be not Account Currency Margin USD but SYMBOL_CURRENCY_MARGIN
So for me - we have at least wrong mapping between MT4 and Tickstory.
Then i would like to let me know - why Tickvalue and Ticksize in FXT header's of MT4 tester generated files is always 0 and how it interfer to backtest result
Tickstory script create broker-related mt4config file to use
In this file i can't find a field/value mapped to SYMBOL_CURRENCY_MARGIN
At the same time if you connect as example to META-QUOTES Demo account with account currency USD - You may note in contract specification of symbol that MarginCurrency of symbol equals to Base currency of Symbol.
Next step: Run tester with any EA - and then open FXT file with Ticksory FXT Header editor.
In Account Section - field Margin Currency - there will be not Account Currency Margin USD but SYMBOL_CURRENCY_MARGIN
So for me - we have at least wrong mapping between MT4 and Tickstory.
Then i would like to let me know - why Tickvalue and Ticksize in FXT header's of MT4 tester generated files is always 0 and how it interfer to backtest result
Re: FXT fields values
Hi KirBiz,
Due to limitations in MQL, certain fields are unavailable for export so assumptions need to be made by the TickstoryEA script. This means that some fields might differ from your broker to the "standard" assumptions made. As such, the method mentioned above is the preferred method to get all of the settings (this is particularly important for non-FX symbols).
Regarding the impact of the changes on your tests, this will be EA specific so we can answer this. If you have differences in the headers, the best thing to do is to follow the instructions mentioned to get all your settings to match prior to testing.
Regards.
Due to limitations in MQL, certain fields are unavailable for export so assumptions need to be made by the TickstoryEA script. This means that some fields might differ from your broker to the "standard" assumptions made. As such, the method mentioned above is the preferred method to get all of the settings (this is particularly important for non-FX symbols).
Regarding the impact of the changes on your tests, this will be EA specific so we can answer this. If you have differences in the headers, the best thing to do is to follow the instructions mentioned to get all your settings to match prior to testing.
Regards.
Re: FXT fields values
Problem/Bug in short is:
MT4 tester create FXT file and store SYMBOL Currency Margin in the field wich Tickstory FXT Editor read/Show as ACCOUNT Currency Margin
So when user fill this field assuming Account Currency Margin MT4 recognize it as SYMBOL Currency Margin
Here is Contract specification for AUDCHF symbol in demo META-QUOTES account with USD as Account Currency Margin
Here is How will FXT editor will read and map FXT file created by MT4 tester
Isn't it a problem here?
MT4 tester create FXT file and store SYMBOL Currency Margin in the field wich Tickstory FXT Editor read/Show as ACCOUNT Currency Margin
So when user fill this field assuming Account Currency Margin MT4 recognize it as SYMBOL Currency Margin
- FXT Header
- Contract spec for AUDCHF on MetaQuotes Demo account with USD as Account Currency Margin
- This is how FXT editor will read and map header of FXT file created by MT4 tester
Re: FXT fields values
Hi Kirbiz,
Thanks for the further explanation. To prevent any misunderstanding, would you kindly show the comparison of the two FXT records as explained in the instructions from the over-mentioned thread (i.e. FXT generated by MetaQuotes vs the one you have exported)? If there is a problem, please tell us at which step so we can try reproduce it.
Please disregard the Contract Specification at this stage as it does not affect the results of the Strategy Tester. You only need to make sure that the FXT header that you export matches the one that you have exported.
Please let us know how you go.
Thanks for the further explanation. To prevent any misunderstanding, would you kindly show the comparison of the two FXT records as explained in the instructions from the over-mentioned thread (i.e. FXT generated by MetaQuotes vs the one you have exported)? If there is a problem, please tell us at which step so we can try reproduce it.
Please disregard the Contract Specification at this stage as it does not affect the results of the Strategy Tester. You only need to make sure that the FXT header that you export matches the one that you have exported.
Please let us know how you go.