Backtesting take very very long and there is "OrderModify er

General discussion about the Tickstory Lite software package.
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thomas2004ch
Posts: 37
Joined: Mon Apr 23, 2018 6:48 am

Backtesting take very very long and there is "OrderModify er

Post by thomas2004ch »

Hi TickStory,

I made a backtesting first for the period from 2017.06.01 to 2018.06.15. It takes not long. Later I made the backtesting again but this time I use the period from 2015.06.01 to 2018.06.15. But this time it takes very very long and I get errors in the Journal "OrderModify errror 1". And I notice it takes very long pause to continue writting logs into the Journal. And when I click the Stop, it will also take very long to stop it.

When I use the "Control points ..." or the "Open prices..." model, it is very fast and there is no any error.

Now I try backtesting it for a very short period from 2018.05.01. to 2018.06.15. It will take very long as well. There must be something wrong.


What could be the problem?

tickstory
Posts: 4900
Joined: Sun Jan 06, 2013 12:27 am

Re: Backtesting take very very long and there is "OrderModif

Post by tickstory »

Hi Thomas,

You might want to try some additional trouble-shooting such as trying a different EA and/or putting some debugging code in your EA. Usually if there are a lot of "print" statements in the EA is will take the Journal log some time to catch up.

Regards.

thomas2004ch
Posts: 37
Joined: Mon Apr 23, 2018 6:48 am

Re: Backtesting take very very long and there is "OrderModif

Post by thomas2004ch »

Hi TickStory,

I've changed to use the other EA such as the default EA "Moving Average" and start the backtesting again. And it is the same, i.e. take very very long to start.
Last edited by thomas2004ch on Wed Jun 27, 2018 6:37 am, edited 1 time in total.

thomas2004ch
Posts: 37
Joined: Mon Apr 23, 2018 6:48 am

Re: Backtesting take very very long and there is "OrderModif

Post by thomas2004ch »

Now I figured out something as follow:

As I start the backtesting (for EURUSD 15 min chart), I see a warning in the Journal: The '..\MyMetaTrader\tester\history\EURUSD15_0.fxt' is read only. So I delete this file and start the backtesting again. Now it runs much faster. But I see the 'Modelling quality' is just 90.00%.

Why?

thomas2004ch
Posts: 37
Joined: Mon Apr 23, 2018 6:48 am

Re: Backtesting take very very long and there is "OrderModif

Post by thomas2004ch »

What the backtesting takes "very long" means, during the backtesting, it the backtesting prozess will take quite often a very long pause or sleep and will not go further.

tickstory
Posts: 4900
Joined: Sun Jan 06, 2013 12:27 am

Re: Backtesting take very very long and there is "OrderModif

Post by tickstory »

Hi Thomasch2004, The file you deleted was the tick data file and you are therefore now testing with 1-minute data. Using 1-minute data will always be faster as there is significantly less data to process. You results won't be as accurate though.

Regards.

thomas2004ch
Posts: 37
Joined: Mon Apr 23, 2018 6:48 am

Re: Backtesting take very very long and there is "OrderModif

Post by thomas2004ch »

Hi TickStory,

I've deinstalled my MT4 and deleted the exported data from TickStory and re-installed the MT4 and export the data from TickStory again. But nothing is better. I understand the importance of the *0.fxt files. But the problem is, why it take so long to do the backtesting with Model "Every ticvk..."? And I notice this jsut happen by EURUSD. By DAX there is no such a problem.

Cheers

tickstory
Posts: 4900
Joined: Sun Jan 06, 2013 12:27 am

Re: Backtesting take very very long and there is "OrderModif

Post by tickstory »

Hi Thomas,

The EURUSD has a lot more ticks than the DAX and this will play a factor. As mentioned, you will need to put the relevant debugging code in your EA if you need further details.

P.S. Could you kindly respond to the PM we have sent you?

Thanks.

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