TS Data on Charts (HST/FXT Question)?

[daedalus]

New Tickstory user as of this week but i've been developing a number of basic EA's to test my coding skills recently. However, for buiding ideas to check against I recently ran into some issues with a simply inside bar idea that has confused me as to what is pulling data from where.

Attached are results from a simple trend following inside bar EA. Identical market, timeframe, and EA. One using TickStory exported data, and one using broker supplied data.

The results from the TickStory data is horrific as you'd expect, and the results from the basic Broker data is awesome as you'd expect.

Correct "Chart" Logic identifying actual inside bars and placing trades based on this (using non-Tickstory data):

Tickstory data doing i don't know what the hell...

What I don't understand however is why when you run visual or "Open Chart" with the TickStory data example you see the EA taking trades that aren't an inside bar on the chart? So why are they placing trades? Or does it only read the FXT data which doesn't match the HST data so the chart i'm using to verify the EA is working correctly is pointless?

Just would be a lot easier to build systems to follow patterns if the patterns i'm identifying on the charts cooresponded to the backtest.

Or am I missing something? Did i export the data wrong?

Just seems like there is a disconnect here between what is visually on the chart and what the EA does when backtesting on the TS data. I get the benefits of the tick data but the OHLC of a daily bar is the OHLC of the daily bar and it is or is not an inside bar. So why does the TS data break that logic?

[daedalus]

Here is another example using a different EA. All it does is buy or sell at the previous day's high or low. But as you can see in the example i've highlighted Order #262 on the chart is on 7/17...

Down in the data it says it's 7/15? The days don't even line up between the chart and the backtest? What am i doing wrong here?

[tickstory]

Hi Daedalus,

If you are having issues, as a first call, please check the following:

- Ensure your MT4 terminal is disconnected from your broker. This will prevent any backfilling of data from your broker which will result in conflicts. To disconnect, go to File->Login to Trade Account in MT4 and type in an incorrect password.
- Close your MT4 terminal to prevent any cached data and export your data range entirely again. To prevent any time-zone confusion, leave the time-zone offset to "None".
- Restart MT4 and check that your MT4 history center data reflects the same date ranges you exported. If not, something has been exported incorrectly. You an see our FAQ for trouble-shooting these shorts of issues (https://tickstory.com/help/tickstorylit ... _questions).
- If you are performing any back-tests, ensure you are getting 99% modelling quality in your back-test report.

Once you have ensured the above, you can then run your tests and see if you continue to have problems

Thanks.

[daedalus]

Thanks for the help! I did the items you requested however i'm still having issues. I've attached my export settings (the system is running on the Daily bars so I only exported that).

I thought i might be having issues as originally it was exporting 5 digits rather than 6 but even upon setting it to 6 digits the charts using the exported data (verified by running tests that do show 99.9% quality) only show up as 5 digit on the chart? I'm thinking this has something to do with my issue.

I went in and deleted all the old tester > history data as well as as the .hst files in the main history folder and still ahven't had any luck. I made sure i was disconnected as well and launched MT4 from the tickstory app.

Any more ideas on what I could be doing wrong? I've tried exporting addition markets as well and the digit discrepency remains on all of them (set them to 6 for export and they show up as 5 digit on the charts).

I'm also seeing a lot of OrderSend 130 Errors in the Journal (but the EA sets a pending buy/sell without a TP/SL so it's ECN compatible) and then I go in and modify the levels after the pending order is set.

If you have any theories i'm open to anything at this point!

Thanks!

[daedalus]

So I guess some progress was made. I exported some H1 data (all of my prior attempts have been with Daily data only).

To my eyes the data is working and everything is lining up. However I do have a few questions.

[*]The charts populate data when I use the visualize mode properly, however if I don't use visualize and then go to "Open Chart" after the test is complete i'm left with the "Wait for Update" screen which never fills with chart data?


(Without visualizer enabled > "Open Chart")

With visualizer enabled...

I get i could do with visualizer attached but backtests would take SIGNIFICANTLY longer to do it that way.

Appreciate any help you can provide!

[tickstory]

Hi,

There may be a catch-22 here. Have you tried reconnecting to your broker and see if that fixes it?

Thanks.

[daedalus]

Ok so i'm still having issues and need clarification:

1. What data generates the chart data? HST from Tickstory? Or HST from Broker?
2. Since the data mismatches how can I erase the broker chart data so i'm only seeing charts built on my exported tick data?

I just need the charts to validate the programs are working correctly and I can't do that when the backtested H/L's, etc don't match what is on the chart.

Here is an example of a program that simply buys at the prior days High. As you can see i'm disconnected from the broker. I exported the data in both M1/M5 & Daily and re-ran the tests on each timeframe (all were identical).

Obviously the high's the backtests are trading off of aren't what is on the chart? So how can i verify the strategy is working as intended when using your data?

Thanks for your help!

[daedalus]

Figured it out! Just posting for future reference to anyone searching the internet with similar issues.

My Tickstory directory was pointing to "Traders-Domain-Real" when i set it up. But for backtesting I was logged in using the demo account. So all the HST files tickstory was writing to weren't reflecting in the charts I was seeing as they wrote to "real" and not "demo".

Everything is lining up now... YAY!

The issue: