Back-testing differences between terminals (XAUUSD)

General discussion about the Tickstory Lite software package.
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FFXT
Posts: 4
Joined: Fri May 07, 2021 2:40 pm

Back-testing differences between terminals (XAUUSD)

Post by FFXT »

I need help, when i export data to MT4 from Tickstory I must be doing something wrong because there is a big differens in results when back testing on a terminal with tickstory data compared to a terminal when "normally" loaded data. I think I have some wrong setting for my export Gold to a Icmarkets terminal, please advise.
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tickstory
Posts: 4432
Joined: Sun Jan 06, 2013 12:27 am

Re: Back-testing differences between terminals (XAUUSD)

Post by tickstory »

Hi FFXT,

It is normal that you will be getting different results between tick data and your typical, broker-fed 1-minute data. If your EA trades frequently, these data differences will be more pronounced as the execution prices on 1-minute data vs tick data can turn a profitable trading strategy into a losing one.

That said, here are some things you should check before-hand:

- In your MT4 Export->MT4 Settings->Symbol, select "XAUUSD" from the "Map to" drop-down list. This will ensure your settings for the symbol are correct.
- In the same dialog box, make sure your "Leverage" and account settings are also correct. If you don't know exactly what they are, you can double-check them through this method.
- In MT4, make sure your Expert Properties->Inputs and Expert Properties->Testing values are the same in both terminals you are testing.
- Make sure you have disconnected your terminals from your broker (Login to Account and then type an incorrect password). This will prevent any backfill of data that might cause confusion.

Finally, if you still have issues, the best course of action is to analyze the first trade taken on both systems and see why there is a difference. This might give further clues as to where the differences are.

Hope this helps.

FFXT
Posts: 4
Joined: Fri May 07, 2021 2:40 pm

Re: Back-testing differences between terminals (XAUUSD)

Post by FFXT »

Hi,

Tested all what you wrote all is them same in setting versions and everything still get very different results, it is not a small differens its about 100% differens in results and totally different days and times it take trades.

https://ibb.co/sPs2t2B here is a picture of settings

tickstory
Posts: 4432
Joined: Sun Jan 06, 2013 12:27 am

Re: Back-testing differences between terminals (XAUUSD)

Post by tickstory »

Hi FFXT,

If you believe that all the settings across both terminals are the same, then that leaves only the data differences that are causing the issue. As mentioned, the difference between tick data and 1-minute data can be marked. Technically speaking, you can rely on the idea that your tick data results will be much closer to your live results than your tests with 1-minute data.

If there is still some discrepancy you would like to explain, the next step would be to take the first trade in both test results and understand why they differ. Usually you will find that the trade in the tick data either entered mid 1-minute at a difference price, or that a condition was triggered in the tick data but occurs at a different time (or maybe not at all) in the one-minute data. Depending on your EA, this also might cause a "knock-on" effect to all subsequent trades. Again, whatever is happening in the tick data test results is likely to occur in a live environment so analysis and any subsequent EA optimizations should really be done on this set of results.

Please check out some related questions which we cover in our FAQ which may also help.

Thanks.

FFXT
Posts: 4
Joined: Fri May 07, 2021 2:40 pm

Re: Back-testing differences between terminals (XAUUSD)

Post by FFXT »

Ok I will try ones more and if you can not give a strait answer i need to quit my subscription because it is not usable, since i dont know what parameters i should set.
What i want help with is what setting should I use for XAUUSD when sending it to my MT4, IC markets, lev 1:500, EUR what other parameters should i set to what when exporting to MT4?
Please give a strait answer as i do not understand the settings.

tickstory
Posts: 4432
Joined: Sun Jan 06, 2013 12:27 am

Re: Back-testing differences between terminals (XAUUSD)

Post by tickstory »

Hi FFXT,

As noted in the steps above, the way to get all your settings for XAUUSD is through step #1 which is to select your symbol in the "Map to" field. Please see the attached slide for further details. Your symbol settings need to match on both systems. Make sure all your other export details (Leverage=500, Export begin/end date, time-zone, etc) match on both machines you are testing/comparing with. Once you have exported with these settings, nothing else needs to be done as far as your exported data is concerned. Both systems will have exactly the same data (assuming of course there were no errors logged during the export process).

The next bit is unfortunately the part where we can only offer generic information and that is in relation to your test environment and the EA you are testing. Please make sure your terminal version and all the Export properties are the same on both systems:

- Check the Metatrader Help->About box and ensure they are both the same version
- Check your initial deposit settings and make sure they are the same
- Ensure that the EA inputs are the same
- Copy over the same version of the EA to your other test machine (including any indicators or DLLs)
- Reset all EA parameters to default.

Once the test is complete, check the Journal tab and see if there are any differences in the last few log entries. If there are, this will likely give you a hint of why you are seeing differences. For example, perhaps one Journal tells you that you have "No more equity", this would mean that the Initial deposit or EA settings are different. Check the last trade that occurred - are they the same trade? Same profit? If not, you'll need to understand why.

Note that if you have exported data with exactly the same settings on both machines, your problem will not be related to your data. It can only be related to your EA and the variables mentioned above.

Hope this helps.
How to Export with Tickstory v1.9.5.4.gif

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